+32.5%
XLB vs NI
+70.0%
-37.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -2.9% | +1.3% | -4.2% | -3.4% |
| 30D | -3.4% | -0.3% | -3.1% | -3.3% |
| 3M | +1.6% | -9.5% | +11.1% | +4.9% |
| 6M | +3.6% | -10.2% | +13.9% | +7.2% |
| YTD | +14.2% | +1.8% | +12.5% | +12.8% |
| 1Y | +15.6% | +5.7% | +9.9% | +12.5% |
| All | +32.5% | +70.0% | -37.5% | +7.5% |
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