+28.0%
NBIS vs XLP
+24.3%
+3.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.4% | -10.0% | +1.4% |
| 7D | -22.4% | +5.9% | -28.3% | -9.8% |
| 30D | -39.1% | +13.5% | -52.6% | -16.0% |
| 3M | -37.3% | +8.4% | -45.7% | -21.4% |
| 6M | -19.8% | +11.5% | -31.3% | +10.6% |
| YTD | +69.1% | +20.6% | +48.4% | +157.6% |
| 1Y | +28.0% | +24.3% | +3.7% | +105.0% |
| All | +28.0% | +24.3% | +3.7% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling