+19.9%
XBI vs TRI
-10.0%
+29.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -4.6% | -7.9% | +3.2% | -3.0% |
| 30D | -2.0% | -4.5% | +2.5% | -1.4% |
| 3M | +17.8% | +22.1% | -4.3% | +10.3% |
| 6M | +23.7% | -2.8% | +26.5% | +23.1% |
| YTD | +28.2% | -23.4% | +51.6% | +40.3% |
| 1Y | +64.0% | -41.5% | +105.5% | +104.2% |
| 3Y | +99.4% | -19.2% | +118.6% | +91.3% |
| All | +19.9% | -10.0% | +29.9% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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