+955.3%
XBI vs COO
+433.8%
+521.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.3% |
| 7D | +0.9% | -2.2% | +3.1% | +1.8% |
| 30D | +7.1% | -7.0% | +14.1% | +10.2% |
| 3M | +22.9% | +12.2% | +10.7% | +16.1% |
| 6M | +29.7% | -15.1% | +44.8% | +37.6% |
| YTD | +34.5% | -15.1% | +49.6% | +42.4% |
| 1Y | +76.1% | +2.3% | +73.7% | +71.6% |
| 3Y | +103.2% | -23.7% | +126.9% | +117.9% |
| 5Y | +22.8% | -38.9% | +61.8% | +43.3% |
| 10Y | +176.3% | +49.9% | +126.3% | +123.6% |
| All | +955.3% | +433.8% | +521.5% | +382.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling