+662.6%
XLB vs NDAQ
+2,593.6%
-1,931.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +6.1% | +16.5% | -10.5% | +1.1% |
| 3M | 0.0% | +13.5% | -13.5% | -4.0% |
| 6M | 0.0% | +20.9% | -21.0% | -6.3% |
| YTD | +16.0% | +11.4% | +4.6% | +10.8% |
| 1Y | +24.7% | +25.9% | -1.2% | +14.6% |
| 3Y | +40.4% | +119.9% | -79.5% | +7.6% |
| 5Y | +30.7% | +61.7% | -31.1% | +9.2% |
| 10Y | +173.3% | +481.6% | -308.3% | +56.0% |
| All | +662.6% | +2,593.6% | -1,931.0% | +221.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling