+23.7%
XBI vs ETN
+18.4%
+5.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.1% |
| 7D | -4.6% | +3.5% | -8.2% | -5.3% |
| 30D | -2.0% | -7.5% | +5.5% | -0.6% |
| 3M | +17.8% | +8.3% | +9.5% | +14.6% |
| 6M | +23.7% | +20.2% | +3.5% | +14.4% |
| All | +23.7% | +18.4% | +5.3% | +14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling