+99.4%
XBI vs ETN
+86.8%
+12.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.5% |
| 7D | -4.6% | +3.5% | -8.2% | -5.6% |
| 30D | -2.0% | -7.5% | +5.5% | 0.0% |
| 3M | +17.8% | +8.3% | +9.5% | +14.1% |
| 6M | +23.7% | +20.2% | +3.5% | +15.6% |
| YTD | +28.2% | +34.7% | -6.4% | +15.4% |
| 1Y | +64.0% | +19.4% | +44.5% | +52.5% |
| 3Y | +99.4% | +85.5% | +13.9% | +46.7% |
| All | +99.4% | +86.8% | +12.6% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling