+98.0%
NI vs XHB
+30.4%
+67.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | -0.6% | -5.2% | +4.7% | +0.6% |
| 30D | -1.4% | -12.1% | +10.7% | +1.3% |
| 3M | -10.6% | -6.2% | -4.4% | -9.5% |
| 6M | -9.9% | -6.7% | -3.2% | -9.0% |
| YTD | +1.2% | -5.5% | +6.6% | +1.7% |
| 1Y | +4.4% | -15.6% | +20.1% | +7.7% |
| 3Y | +68.6% | +22.0% | +46.6% | +54.5% |
| 5Y | +98.0% | +31.8% | +66.2% | +68.1% |
| All | +98.0% | +30.4% | +67.6% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling