+230.2%
NXT vs XHB
+52.0%
+178.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -5.7% | -4.1% | -1.6% | -2.7% |
| 30D | +18.5% | +9.6% | +8.9% | +10.8% |
| 3M | -4.1% | -6.0% | +1.9% | +0.5% |
| 6M | -20.3% | +2.2% | -22.5% | -21.8% |
| YTD | +15.5% | +1.1% | +14.3% | +13.9% |
| 1Y | -5.0% | -1.7% | -3.2% | -4.2% |
| 3Y | +191.6% | +36.5% | +155.2% | +111.5% |
| All | +230.2% | +52.0% | +178.2% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling