+159.8%
XLB vs NI
+143.3%
+16.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.8% | 0.0% | -2.9% | -2.9% |
| 30D | -3.1% | -1.4% | -1.7% | -2.6% |
| 3M | -0.2% | -10.6% | +10.4% | +4.4% |
| 6M | +3.1% | -9.3% | +12.4% | +6.9% |
| YTD | +13.3% | +1.1% | +12.1% | +12.1% |
| 1Y | +12.0% | +3.4% | +8.7% | +9.7% |
| 3Y | +31.4% | +67.9% | -36.5% | +3.4% |
| 5Y | +33.9% | +98.0% | -64.0% | -2.5% |
| All | +159.8% | +143.3% | +16.6% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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