+373.9%
NKE vs XHB
+163.2%
+210.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.2% |
| 7D | -2.3% | -1.9% | -0.4% | -1.4% |
| 30D | -10.4% | -8.3% | -2.0% | -6.4% |
| 3M | -15.5% | -7.1% | -8.3% | -12.7% |
| 6M | -32.6% | -5.3% | -27.4% | -31.4% |
| YTD | -39.8% | -3.2% | -36.6% | -39.5% |
| 1Y | -47.6% | -13.9% | -33.7% | -44.0% |
| 3Y | -59.0% | +24.9% | -83.9% | -64.3% |
| 5Y | -74.9% | +34.5% | -109.5% | -79.0% |
| 10Y | -21.9% | +215.5% | -237.4% | -57.3% |
| All | +373.9% | +163.2% | +210.6% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling