+19.8%
XBI vs RCAT
+177.7%
-157.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -4.6% | -5.4% | +0.8% | -4.3% |
| 30D | -0.8% | -24.2% | +23.4% | +0.8% |
| 3M | +21.8% | -25.8% | +47.7% | +23.4% |
| 6M | +23.2% | -44.9% | +68.1% | +25.7% |
| YTD | +28.7% | +1.9% | +26.8% | +25.6% |
| 1Y | +67.8% | -5.2% | +72.9% | +62.4% |
| 3Y | +100.6% | +759.6% | -658.9% | +57.5% |
| 5Y | +19.8% | +187.5% | -167.7% | -3.1% |
| All | +19.8% | +177.7% | -157.9% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 5y: compounded portfolio wealth divided by compounded RCAT 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…
5y analysis · Full analysis span regression · 6 months rolling