+34.0%
XHB vs NTR
+45.7%
-11.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -4.6% | -1.3% | -3.4% | -4.4% |
| 30D | -9.1% | +16.8% | -25.9% | -11.6% |
| 3M | -8.6% | +20.7% | -29.3% | -11.9% |
| 6M | -4.0% | +0.5% | -4.6% | -4.6% |
| YTD | -3.9% | +29.2% | -33.1% | -10.0% |
| 1Y | -16.5% | +39.6% | -56.1% | -23.3% |
| 3Y | +22.6% | +37.9% | -15.3% | +10.7% |
| All | +34.0% | +45.7% | -11.7% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling