+678.3%
XLB vs NDAQ
+2,658.0%
-1,979.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +7.2% | +16.3% | -9.1% | +2.3% |
| 3M | 0.0% | +15.8% | -15.8% | -4.6% |
| 6M | +2.3% | +24.8% | -22.5% | -5.1% |
| YTD | +18.4% | +14.1% | +4.3% | +12.2% |
| 1Y | +23.3% | +26.5% | -3.2% | +13.1% |
| 3Y | +45.2% | +119.1% | -74.0% | +11.5% |
| 5Y | +31.0% | +70.9% | -40.0% | +7.6% |
| 10Y | +168.8% | +479.7% | -311.0% | +53.4% |
| All | +678.3% | +2,658.0% | -1,979.7% | +226.0% |
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