+41.5%
NU vs XBI
+35.4%
+6.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | -4.9% | -4.6% | -0.2% | -1.2% |
| 30D | +7.8% | -2.0% | +9.8% | +9.3% |
| 3M | +20.9% | +17.8% | +3.1% | +4.7% |
| 6M | +0.9% | +23.7% | -22.8% | -16.2% |
| YTD | -12.7% | +28.2% | -40.9% | -29.9% |
| 1Y | -6.4% | +64.0% | -70.4% | -39.4% |
| 3Y | +98.1% | +99.4% | -1.3% | +2.1% |
| All | +41.5% | +35.4% | +6.1% | -8.7% |
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