+607.2%
NBIS vs XLP
+16.6%
+590.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.9% | +8.3% | +10.7% |
| 7D | 0.0% | +0.1% | 0.0% | +0.5% |
| 30D | -36.0% | +8.9% | -45.0% | -25.0% |
| 3M | -24.7% | +7.5% | -32.2% | -12.9% |
| 6M | -20.1% | +9.4% | -29.5% | -2.2% |
| YTD | +69.0% | +19.3% | +49.7% | +123.9% |
| 1Y | +27.1% | +21.7% | +5.4% | +72.1% |
| All | +607.2% | +16.6% | +590.6% | +941.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling