+910.3%
XBI vs TRV
+1,234.1%
-323.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -4.6% | -1.5% | -3.1% | -4.1% |
| 30D | -0.8% | -1.8% | +1.0% | -0.2% |
| 3M | +21.8% | +21.6% | +0.2% | +12.4% |
| 6M | +23.2% | +22.5% | +0.7% | +13.0% |
| YTD | +28.7% | +28.1% | +0.6% | +15.8% |
| 1Y | +67.8% | +37.0% | +30.7% | +46.7% |
| 3Y | +100.6% | +141.9% | -41.2% | +37.0% |
| 5Y | +19.8% | +158.5% | -138.7% | -21.9% |
| 10Y | +159.7% | +297.5% | -137.8% | +33.9% |
| All | +910.3% | +1,234.1% | -323.8% | +198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling