+149.7%
XBI vs NTAP
+650.8%
-501.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.5% | -8.9% | -3.2% |
| 7D | -4.6% | +7.4% | -12.0% | -7.0% |
| 30D | -2.0% | -1.4% | -0.6% | -1.9% |
| 3M | +17.8% | +24.6% | -6.8% | +8.3% |
| 6M | +23.7% | +105.9% | -82.2% | -6.7% |
| YTD | +28.2% | +88.5% | -60.3% | -0.8% |
| 1Y | +64.0% | +62.1% | +1.9% | +33.7% |
| 3Y | +99.4% | +169.1% | -69.7% | +28.5% |
| 5Y | +19.3% | +141.9% | -122.5% | -21.2% |
| All | +149.7% | +650.8% | -501.1% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling