+926.8%
XBI vs NEM
+217.8%
+709.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.8% |
| 7D | -3.6% | +3.1% | -6.7% | -4.1% |
| 30D | +0.9% | +10.0% | -9.1% | -0.6% |
| 3M | +21.4% | +30.9% | -9.5% | +16.5% |
| 6M | +25.5% | +10.5% | +15.0% | +23.0% |
| YTD | +30.8% | +29.7% | +1.1% | +25.0% |
| 1Y | +68.6% | +71.1% | -2.6% | +54.2% |
| 3Y | +103.9% | +252.1% | -148.2% | +66.0% |
| 5Y | +20.8% | +157.7% | -137.0% | +1.1% |
| 10Y | +164.0% | +319.4% | -155.4% | +103.0% |
| All | +926.8% | +217.8% | +709.0% | +623.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling