+99.4%
XBI vs NTR
+36.8%
+62.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.6% | -1.3% | -3.4% | -4.5% |
| 30D | -2.0% | +16.8% | -18.8% | -4.3% |
| 3M | +17.8% | +20.7% | -3.0% | +14.2% |
| 6M | +23.7% | +0.5% | +23.2% | +23.4% |
| YTD | +28.2% | +29.2% | -1.0% | +20.2% |
| 1Y | +64.0% | +39.6% | +24.4% | +50.1% |
| 3Y | +99.4% | +37.9% | +61.5% | +79.0% |
| All | +99.4% | +36.8% | +62.6% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling