-74.7%
NKE vs XBI
+19.1%
-93.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -4.2% | -4.6% | +0.5% | -2.6% |
| 30D | -8.2% | -2.0% | -6.2% | -7.7% |
| 3M | -19.1% | +17.8% | -36.9% | -24.4% |
| 6M | -32.6% | +23.7% | -56.4% | -38.3% |
| YTD | -40.7% | +28.2% | -68.9% | -46.6% |
| 1Y | -48.9% | +64.0% | -112.8% | -58.3% |
| 3Y | -59.2% | +99.4% | -158.6% | -70.2% |
| All | -74.7% | +19.1% | -93.8% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling