+869.9%
XBI vs TAP
+116.0%
+753.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.7% | -1.4% |
| 7D | -1.1% | +1.3% | -2.4% | -1.5% |
| 30D | +2.6% | +5.7% | -3.1% | +0.5% |
| 3M | -4.0% | -1.9% | -2.1% | -4.1% |
| 6M | +10.9% | +0.9% | +10.0% | +9.2% |
| YTD | +23.6% | -9.5% | +33.1% | +25.0% |
| 1Y | +35.1% | -9.0% | +44.1% | +36.2% |
| 3Y | +125.2% | -22.2% | +147.4% | +135.2% |
| 5Y | +19.7% | +1.2% | +18.5% | +12.7% |
| 10Y | +130.6% | -46.1% | +176.7% | +153.5% |
| All | +869.9% | +116.0% | +753.9% | +540.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling