+89.9%
XBI vs TRU
+228.8%
-138.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -4.6% | -2.7% | -1.9% | -3.6% |
| 30D | -2.0% | -2.0% | 0.0% | -1.5% |
| 3M | +17.8% | +18.4% | -0.7% | +8.9% |
| 6M | +23.7% | +8.9% | +14.9% | +17.4% |
| YTD | +28.2% | -8.9% | +37.2% | +29.1% |
| 1Y | +64.0% | -15.9% | +79.8% | +69.3% |
| 3Y | +99.4% | -1.1% | +100.5% | +80.8% |
| 5Y | +19.3% | -35.2% | +54.5% | +28.8% |
| 10Y | +158.7% | +145.3% | +13.4% | +44.0% |
| All | +89.9% | +228.8% | -138.9% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling