+101.4%
XBI vs NVD
-99.1%
+200.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -1.2% |
| 7D | -4.6% | +9.0% | -13.6% | -3.9% |
| 30D | -0.8% | -5.5% | +4.7% | -1.0% |
| 3M | +21.8% | -24.6% | +46.4% | +19.8% |
| 6M | +23.2% | -42.1% | +65.3% | +19.4% |
| YTD | +28.7% | -44.3% | +73.1% | +24.9% |
| 1Y | +67.8% | -54.2% | +122.0% | +61.2% |
| 3Y | +100.6% | -99.1% | +199.8% | +56.2% |
| All | +101.4% | -99.1% | +200.5% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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