+34.0%
XHB vs NTRS
+93.2%
-59.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.1% |
| 7D | -4.6% | +1.4% | -6.0% | -5.3% |
| 30D | -9.1% | -0.7% | -8.5% | -8.9% |
| 3M | -8.6% | +11.3% | -19.9% | -13.8% |
| 6M | -4.0% | +35.5% | -39.6% | -18.5% |
| YTD | -3.9% | +40.6% | -44.5% | -20.5% |
| 1Y | -16.5% | +49.2% | -65.7% | -33.2% |
| 3Y | +22.6% | +167.2% | -144.7% | -30.2% |
| All | +34.0% | +93.2% | -59.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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