+906.3%
XBI vs NTRS
+499.2%
+407.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -4.6% | +1.4% | -6.0% | -5.2% |
| 30D | -2.0% | -0.7% | -1.3% | -1.9% |
| 3M | +17.8% | +11.3% | +6.5% | +12.5% |
| 6M | +23.7% | +35.5% | -11.8% | +8.8% |
| YTD | +28.2% | +40.6% | -12.4% | +10.7% |
| 1Y | +64.0% | +49.2% | +14.8% | +37.9% |
| 3Y | +99.4% | +167.2% | -67.8% | +29.9% |
| 5Y | +19.3% | +94.9% | -75.6% | -13.6% |
| 10Y | +158.7% | +259.5% | -100.8% | +38.7% |
| All | +906.3% | +499.2% | +407.1% | +278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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