-48.9%
NKE vs XBI
+66.9%
-115.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -4.2% | -4.6% | +0.5% | -3.5% |
| 30D | -8.2% | -2.0% | -6.2% | -8.1% |
| 3M | -19.1% | +17.8% | -36.9% | -22.6% |
| 6M | -32.6% | +23.7% | -56.4% | -36.5% |
| YTD | -40.7% | +28.2% | -68.9% | -44.4% |
| 1Y | -48.9% | +64.0% | -112.8% | -58.4% |
| All | -48.9% | +66.9% | -115.8% | -58.4% |
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