+149.7%
XBI vs ETR
+296.9%
-147.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.6% | -1.8% | -2.8% | -4.2% |
| 30D | -2.0% | -1.8% | -0.2% | -1.5% |
| 3M | +17.8% | -3.6% | +21.4% | +18.9% |
| 6M | +23.7% | +2.6% | +21.1% | +22.3% |
| YTD | +28.2% | +16.0% | +12.2% | +22.3% |
| 1Y | +64.0% | +20.1% | +43.8% | +54.7% |
| 3Y | +99.4% | +143.6% | -44.2% | +51.1% |
| 5Y | +19.3% | +124.4% | -105.0% | -8.4% |
| All | +149.7% | +296.9% | -147.1% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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