+149.7%
XBI vs CTAS
+687.6%
-537.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.1% |
| 7D | -4.6% | +0.5% | -5.2% | -4.9% |
| 30D | -2.0% | -0.7% | -1.3% | -1.7% |
| 3M | +17.8% | +11.1% | +6.7% | +11.1% |
| 6M | +23.7% | +2.1% | +21.6% | +21.1% |
| YTD | +28.2% | +8.0% | +20.3% | +21.8% |
| 1Y | +64.0% | -0.5% | +64.4% | +61.7% |
| 3Y | +99.4% | +66.2% | +33.2% | +48.0% |
| 5Y | +19.3% | +109.2% | -89.8% | -21.4% |
| All | +149.7% | +687.6% | -537.9% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling