-16.5%
XHB vs NTR
+39.1%
-55.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -4.6% | -1.3% | -3.4% | -4.7% |
| 30D | -9.1% | +16.8% | -25.9% | -8.0% |
| 3M | -8.6% | +20.7% | -29.3% | -7.1% |
| 6M | -4.0% | +0.5% | -4.6% | -2.8% |
| YTD | -3.9% | +29.2% | -33.1% | -5.2% |
| 1Y | -16.5% | +39.6% | -56.1% | -18.7% |
| All | -16.5% | +39.1% | -55.6% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling