+149.7%
XBI vs TAP
-49.9%
+199.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -4.6% | -3.9% | -0.8% | -3.8% |
| 30D | -2.0% | -5.3% | +3.3% | -0.9% |
| 3M | +17.8% | -3.8% | +21.6% | +18.3% |
| 6M | +23.7% | -11.4% | +35.1% | +26.4% |
| YTD | +28.2% | -13.7% | +42.0% | +31.4% |
| 1Y | +64.0% | -17.2% | +81.2% | +69.3% |
| 3Y | +99.4% | -33.1% | +132.5% | +115.2% |
| 5Y | +19.3% | +0.8% | +18.5% | +15.0% |
| All | +149.7% | -49.9% | +199.6% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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