+20.8%
XBI vs COO
-44.2%
+64.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.2% | +4.6% | +1.2% |
| 7D | -3.6% | -9.0% | +5.3% | +0.4% |
| 30D | +0.9% | -16.8% | +17.7% | +9.4% |
| 3M | +21.4% | -7.5% | +28.9% | +24.8% |
| 6M | +25.5% | -16.3% | +41.8% | +34.9% |
| YTD | +30.8% | -22.5% | +53.4% | +45.7% |
| 1Y | +68.6% | -7.0% | +75.6% | +70.4% |
| 3Y | +103.9% | -27.5% | +131.4% | +123.5% |
| 5Y | +20.8% | -43.3% | +64.1% | +45.6% |
| All | +20.8% | -44.2% | +64.9% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling