+43.2%
XLB vs NI
+102.7%
-59.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +0.5% | +4.3% | -3.8% | -0.9% |
| 30D | +5.2% | +12.4% | -7.2% | +1.2% |
| 3M | +0.3% | +10.2% | -9.9% | -2.9% |
| 6M | +1.2% | -0.8% | +2.0% | +1.4% |
| YTD | +16.6% | +13.2% | +3.4% | +11.2% |
| 1Y | +21.4% | +10.1% | +11.4% | +16.9% |
| 3Y | +43.2% | +103.1% | -59.9% | +8.7% |
| All | +43.2% | +102.7% | -59.5% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling