+83.3%
XBI vs NVT
+694.8%
-611.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.9% |
| 7D | -4.6% | +2.0% | -6.6% | -5.3% |
| 30D | -0.8% | -7.2% | +6.4% | +1.3% |
| 3M | +21.8% | -0.9% | +22.7% | +20.4% |
| 6M | +23.2% | +42.6% | -19.4% | +5.8% |
| YTD | +28.7% | +52.9% | -24.1% | +7.2% |
| 1Y | +67.8% | +64.5% | +3.3% | +34.9% |
| 3Y | +100.6% | +178.0% | -77.3% | +23.8% |
| 5Y | +19.8% | +402.8% | -383.0% | -43.5% |
| All | +83.3% | +694.8% | -611.6% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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