+19.9%
XBI vs NSC
+42.7%
-22.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -4.6% | -2.8% | -1.9% | -3.6% |
| 30D | -2.0% | -4.5% | +2.5% | -0.4% |
| 3M | +17.8% | +3.5% | +14.2% | +15.9% |
| 6M | +23.7% | +8.5% | +15.2% | +18.9% |
| YTD | +28.2% | +12.3% | +15.9% | +21.1% |
| 1Y | +64.0% | +18.9% | +45.0% | +51.2% |
| 3Y | +99.4% | +74.1% | +25.3% | +53.3% |
| All | +19.9% | +42.7% | -22.7% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling