+76.1%
XBI vs NSC
+20.4%
+55.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +0.9% | -5.5% | +6.4% | +1.2% |
| 30D | +7.1% | -3.2% | +10.3% | +7.2% |
| 3M | +22.9% | +7.7% | +15.2% | +22.2% |
| 6M | +29.7% | +4.5% | +25.2% | +28.9% |
| YTD | +34.5% | +15.6% | +18.9% | +30.8% |
| 1Y | +76.1% | +19.8% | +56.2% | +67.8% |
| All | +76.1% | +20.4% | +55.7% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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