+69.5%
XBI vs TE
-49.8%
+119.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.3% |
| 7D | -3.6% | +15.0% | -18.6% | -5.1% |
| 30D | +0.9% | -7.5% | +8.4% | +1.3% |
| 3M | +21.4% | -42.0% | +63.4% | +26.5% |
| 6M | +25.5% | -31.4% | +56.9% | +24.9% |
| YTD | +30.8% | -26.5% | +57.3% | +27.3% |
| 1Y | +68.6% | +153.1% | -84.5% | +34.6% |
| 3Y | +103.9% | -20.7% | +124.6% | +75.6% |
| 5Y | +20.8% | -45.4% | +66.2% | +3.5% |
| All | +69.5% | -49.8% | +119.3% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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