+170.4%
NXT vs XHB
+45.5%
+124.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.6% |
| 3M | -30.9% | -7.1% | -23.8% | -27.1% |
| 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% | +41.4% |
| 3Y | +93.3% | +24.9% | +68.4% | +50.3% |
| All | +170.4% | +45.5% | +124.9% | +81.1% |
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