+164.5%
XLB vs NDAQ
+374.8%
-210.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -2.9% | -1.6% | -1.4% | -2.3% |
| 30D | -3.4% | -1.5% | -1.9% | -2.8% |
| 3M | +1.6% | +8.0% | -6.4% | -2.6% |
| 6M | +3.6% | +7.7% | -4.1% | -1.1% |
| YTD | +14.2% | -2.3% | +16.6% | +13.5% |
| 1Y | +15.6% | +0.6% | +15.0% | +12.9% |
| 3Y | +33.1% | +90.9% | -57.8% | -8.8% |
| 5Y | +35.0% | +52.5% | -17.4% | +2.3% |
| 10Y | +164.5% | +380.3% | -215.7% | +9.6% |
| All | +164.5% | +374.8% | -210.2% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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