+19.9%
XBI vs COR
+180.1%
-160.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.6% | -2.8% | -1.8% | -4.3% |
| 30D | -2.0% | +2.6% | -4.6% | -2.3% |
| 3M | +17.8% | +14.5% | +3.3% | +15.6% |
| 6M | +23.7% | -7.8% | +31.5% | +25.4% |
| YTD | +28.2% | -4.2% | +32.5% | +28.8% |
| 1Y | +64.0% | +7.0% | +57.0% | +60.8% |
| 3Y | +99.4% | +85.5% | +13.9% | +66.5% |
| All | +19.9% | +180.1% | -160.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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