+1,119.4%
NBIS vs XLP
+7.1%
+1,112.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +6.7% |
| 7D | +22.2% | -1.4% | +23.7% | +19.7% |
| 30D | +29.7% | -1.3% | +31.0% | +27.7% |
| 3M | +11.9% | +1.8% | +10.0% | +17.1% |
| 6M | +173.0% | -0.8% | +173.8% | +181.1% |
| YTD | +191.4% | +9.5% | +181.8% | +228.4% |
| 1Y | +280.7% | +7.2% | +273.5% | +326.2% |
| All | +1,119.4% | +7.1% | +1,112.3% | +1,427.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling