+167.7%
XLB vs NDAQ
+484.3%
-316.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.3% |
| 7D | -1.4% | -0.1% | -1.2% | -1.3% |
| 30D | +7.1% | +15.9% | -8.8% | -0.1% |
| 3M | +0.6% | +15.1% | -14.5% | -6.1% |
| 6M | +3.5% | +22.9% | -19.4% | -7.0% |
| YTD | +18.2% | +12.8% | +5.4% | +9.6% |
| 1Y | +25.6% | +26.0% | -0.4% | +10.0% |
| 3Y | +46.7% | +119.7% | -73.0% | -5.7% |
| 5Y | +30.9% | +65.4% | -34.5% | -3.9% |
| 10Y | +167.7% | +469.3% | -301.5% | +2.5% |
| All | +167.7% | +484.3% | -316.6% | +2.5% |
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