+99.4%
XBI vs TRU
-1.3%
+100.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -4.6% | -2.7% | -1.9% | -4.1% |
| 30D | -2.0% | -2.0% | 0.0% | -1.7% |
| 3M | +17.8% | +18.4% | -0.7% | +12.3% |
| 6M | +23.7% | +8.9% | +14.9% | +19.9% |
| YTD | +28.2% | -8.9% | +37.2% | +29.2% |
| 1Y | +64.0% | -15.9% | +79.8% | +68.3% |
| 3Y | +99.4% | -1.1% | +100.5% | +88.3% |
| All | +99.4% | -1.3% | +100.7% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling