+47.9%
XBI vs NRG
-50.8%
+98.7%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -13.5% | +16.2% | +4.0% |
| 7D | +1.0% | -13.7% | +14.7% | +2.3% |
| 30D | +1.9% | -13.6% | +15.4% | +3.0% |
| 3M | +4.8% | -28.5% | +33.3% | +8.5% |
| 6M | +19.3% | -45.8% | +65.1% | +26.7% |
| YTD | +30.6% | -46.9% | +77.6% | +38.3% |
| 1Y | +47.9% | -49.7% | +97.6% | +57.6% |
| All | +47.9% | -50.8% | +98.7% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling