+138.8%
XHB vs NTR
+97.9%
+40.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -4.6% | -1.3% | -3.4% | -4.3% |
| 30D | -9.1% | +16.8% | -25.9% | -13.8% |
| 3M | -8.6% | +20.7% | -29.3% | -14.7% |
| 6M | -4.0% | +0.5% | -4.6% | -5.6% |
| YTD | -3.9% | +29.2% | -33.1% | -14.2% |
| 1Y | -16.5% | +39.6% | -56.1% | -27.9% |
| 3Y | +22.6% | +37.9% | -15.3% | +3.8% |
| 5Y | +33.9% | +47.1% | -13.1% | -2.4% |
| All | +138.8% | +97.9% | +40.8% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling