+140.2%
NI vs XHB
+215.4%
-75.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | 0.0% | -4.6% | +4.7% | +1.5% |
| 30D | -1.4% | -9.1% | +7.7% | +1.5% |
| 3M | -10.6% | -8.6% | -2.0% | -8.3% |
| 6M | -9.3% | -4.0% | -5.3% | -8.9% |
| YTD | +1.1% | -3.9% | +5.1% | +1.3% |
| 1Y | +3.4% | -16.5% | +19.8% | +8.3% |
| 3Y | +67.9% | +22.6% | +45.3% | +49.1% |
| 5Y | +98.0% | +33.9% | +64.0% | +65.6% |
| All | +140.2% | +215.4% | -75.2% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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