+926.8%
XBI vs NTAP
+720.6%
+206.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.8% |
| 7D | -3.6% | +2.2% | -5.8% | -4.3% |
| 30D | +0.9% | -7.0% | +7.9% | +3.0% |
| 3M | +21.4% | +12.3% | +9.1% | +16.0% |
| 6M | +25.5% | +85.1% | -59.6% | -0.3% |
| YTD | +30.8% | +74.8% | -43.9% | +5.3% |
| 1Y | +68.6% | +52.7% | +15.9% | +41.6% |
| 3Y | +103.9% | +147.7% | -43.7% | +40.6% |
| 5Y | +20.8% | +124.8% | -104.0% | -14.8% |
| 10Y | +164.0% | +589.7% | -425.7% | +20.9% |
| All | +926.8% | +720.6% | +206.2% | +256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling