+19.9%
XBI vs COP
+189.9%
-170.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.6% | +2.3% | -6.9% | -4.9% |
| 30D | -2.0% | +8.6% | -10.6% | -3.0% |
| 3M | +17.8% | +19.9% | -2.1% | +15.1% |
| 6M | +23.7% | +19.0% | +4.7% | +20.4% |
| YTD | +28.2% | +50.0% | -21.7% | +20.0% |
| 1Y | +64.0% | +50.5% | +13.4% | +53.0% |
| 3Y | +99.4% | +25.2% | +74.2% | +88.3% |
| All | +19.9% | +189.9% | -170.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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