+67.8%
XBI vs CSX
+54.9%
+12.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -0.8% | -1.5% | +0.7% | -0.4% |
| 3M | +21.8% | +6.0% | +15.9% | +19.6% |
| 6M | +23.2% | +20.6% | +2.6% | +15.0% |
| YTD | +28.7% | +36.5% | -7.8% | +16.8% |
| 1Y | +67.8% | +55.0% | +12.8% | +45.6% |
| All | +67.8% | +54.9% | +12.9% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling