+115.1%
NOK vs XBI
+19.1%
+96.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.9% |
| 7D | +11.0% | -4.6% | +15.6% | +12.9% |
| 30D | +7.8% | -2.0% | +9.9% | +8.4% |
| 3M | -21.0% | +17.8% | -38.8% | -25.8% |
| 6M | +40.9% | +23.7% | +17.2% | +29.5% |
| YTD | +72.0% | +28.2% | +43.8% | +55.6% |
| 1Y | +140.9% | +64.0% | +76.9% | +98.4% |
| 3Y | +194.3% | +99.4% | +94.9% | +120.0% |
| All | +115.1% | +19.1% | +96.0% | +87.6% |
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