+149.7%
XBI vs NEM
+319.0%
-169.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.6% | -1.0% | -3.6% | -4.5% |
| 30D | -2.0% | +7.8% | -9.8% | -3.3% |
| 3M | +17.8% | +30.2% | -12.4% | +12.5% |
| 6M | +23.7% | +9.6% | +14.1% | +21.0% |
| YTD | +28.2% | +27.8% | +0.4% | +22.0% |
| 1Y | +64.0% | +60.7% | +3.3% | +49.7% |
| 3Y | +99.4% | +245.3% | -145.9% | +58.1% |
| 5Y | +19.3% | +155.3% | -136.0% | -2.8% |
| All | +149.7% | +319.0% | -169.3% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling