+19.9%
XBI vs TRV
+162.8%
-142.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | -4.6% | +1.9% | -6.6% | -5.0% |
| 30D | -2.0% | +1.7% | -3.7% | -2.4% |
| 3M | +17.8% | +23.9% | -6.1% | +11.9% |
| 6M | +23.7% | +26.3% | -2.6% | +16.9% |
| YTD | +28.2% | +30.8% | -2.6% | +20.0% |
| 1Y | +64.0% | +36.3% | +27.6% | +51.7% |
| 3Y | +99.4% | +145.0% | -45.6% | +57.3% |
| All | +19.9% | +162.8% | -142.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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