+92.7%
NXT vs XHB
+24.0%
+68.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.5% |
| 7D | -0.2% | -1.9% | +1.7% | +1.2% |
| 30D | -20.0% | -8.3% | -11.6% | -14.7% |
| 3M | -30.9% | -7.1% | -23.8% | -27.2% |
| 6M | -23.8% | -5.3% | -18.6% | -21.0% |
| YTD | -5.4% | -3.2% | -2.2% | -3.7% |
| 1Y | +28.0% | -13.9% | +41.9% | +41.3% |
| All | +92.7% | +24.0% | +68.7% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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