+906.3%
XBI vs NRG
+543.7%
+362.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -4.6% | -4.7% | 0.0% | -3.4% |
| 30D | -2.0% | -6.0% | +4.0% | -0.6% |
| 3M | +17.8% | -8.0% | +25.7% | +19.0% |
| 6M | +23.7% | -23.2% | +46.9% | +30.2% |
| YTD | +28.2% | -28.1% | +56.3% | +36.5% |
| 1Y | +64.0% | -27.3% | +91.2% | +72.9% |
| 3Y | +99.4% | +208.7% | -109.3% | +32.3% |
| 5Y | +19.3% | +197.7% | -178.3% | -21.4% |
| 10Y | +158.7% | +1,103.3% | -944.6% | +9.6% |
| All | +906.3% | +543.7% | +362.6% | +344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling