+125.2%
XBI vs COO
-24.0%
+149.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.6% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | +2.6% | +14.2% | -11.6% | -1.4% |
| 3M | -4.0% | -18.2% | +14.2% | +1.5% |
| 6M | +10.9% | +5.3% | +5.6% | +7.3% |
| YTD | +23.6% | -23.6% | +47.2% | +33.3% |
| 1Y | +35.1% | -12.7% | +47.8% | +38.9% |
| 3Y | +125.2% | -24.2% | +149.4% | +126.2% |
| All | +125.2% | -24.0% | +149.2% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling