+910.3%
XBI vs NSC
+944.6%
-34.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -4.6% | -1.4% | -3.2% | -4.0% |
| 30D | -0.8% | -3.4% | +2.6% | +0.6% |
| 3M | +21.8% | +5.1% | +16.8% | +19.0% |
| 6M | +23.2% | +9.2% | +14.0% | +17.8% |
| YTD | +28.7% | +13.4% | +15.3% | +20.8% |
| 1Y | +67.8% | +20.8% | +47.0% | +53.3% |
| 3Y | +100.6% | +76.1% | +24.6% | +53.5% |
| 5Y | +19.8% | +45.3% | -25.5% | -2.2% |
| 10Y | +159.7% | +335.7% | -176.0% | +26.7% |
| All | +910.3% | +944.6% | -34.3% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling