-31.7%
NKE vs XBI
+47.5%
-79.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.6% | +4.9% |
| 7D | +9.0% | +1.0% | +8.0% | +8.9% |
| 30D | +19.2% | +1.9% | +17.4% | +18.8% |
| 3M | -1.5% | +4.8% | -6.2% | -2.2% |
| 6M | -4.2% | +19.3% | -23.5% | -8.2% |
| YTD | -34.8% | +30.6% | -65.4% | -37.6% |
| 1Y | -31.7% | +47.9% | -79.6% | -35.0% |
| All | -31.7% | +47.5% | -79.2% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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