+910.3%
XBI vs TRI
+371.0%
+539.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -4.6% | -14.4% | +9.8% | +1.4% |
| 30D | -0.8% | -8.1% | +7.3% | +2.0% |
| 3M | +21.8% | +17.5% | +4.3% | +10.7% |
| 6M | +23.2% | -5.0% | +28.1% | +20.8% |
| YTD | +28.7% | -24.7% | +53.4% | +37.6% |
| 1Y | +67.8% | -41.5% | +109.3% | +101.7% |
| 3Y | +100.6% | -20.3% | +121.0% | +102.1% |
| 5Y | +19.8% | -10.9% | +30.7% | +13.5% |
| 10Y | +159.7% | +190.6% | -30.8% | +36.3% |
| All | +910.3% | +371.0% | +539.3% | +276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling