+22.7%
XBI vs TPR
+236.0%
-213.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | 0.0% |
| 7D | -0.9% | -3.4% | +2.5% | +0.1% |
| 30D | +2.9% | -27.3% | +30.2% | +12.7% |
| 3M | +26.2% | -16.2% | +42.4% | +31.8% |
| 6M | +30.7% | -17.9% | +48.6% | +36.9% |
| YTD | +32.9% | -7.1% | +40.1% | +33.0% |
| 1Y | +72.3% | +13.6% | +58.6% | +60.2% |
| 3Y | +107.2% | +293.7% | -186.6% | +14.8% |
| All | +22.7% | +236.0% | -213.3% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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