+64.0%
XBI vs COO
-20.3%
+84.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -4.6% | -22.5% | +17.9% | +0.1% |
| 30D | -2.0% | -29.7% | +27.7% | +5.0% |
| 3M | +17.8% | -20.1% | +37.9% | +22.2% |
| 6M | +23.7% | -26.9% | +50.6% | +32.7% |
| YTD | +28.2% | -34.2% | +62.5% | +40.9% |
| 1Y | +64.0% | -21.3% | +85.2% | +70.1% |
| All | +64.0% | -20.3% | +84.3% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling