+149.7%
XBI vs ETN
+730.7%
-581.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -2.0% |
| 7D | -4.6% | +3.5% | -8.2% | -6.1% |
| 30D | -2.0% | -7.5% | +5.5% | +0.9% |
| 3M | +17.8% | +8.3% | +9.5% | +12.3% |
| 6M | +23.7% | +20.2% | +3.5% | +11.8% |
| YTD | +28.2% | +34.7% | -6.4% | +9.7% |
| 1Y | +64.0% | +19.4% | +44.5% | +47.0% |
| 3Y | +99.4% | +85.5% | +13.9% | +38.7% |
| 5Y | +19.3% | +186.6% | -167.3% | -34.7% |
| All | +149.7% | +730.7% | -581.0% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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