+170.4%
NXT vs XLRE
+20.1%
+150.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.0% |
| 7D | -0.2% | -0.7% | +0.5% | +0.2% |
| 30D | -20.0% | -2.2% | -17.7% | -19.0% |
| 3M | -30.9% | -2.6% | -28.3% | -30.4% |
| 6M | -23.8% | +2.6% | -26.4% | -26.1% |
| YTD | -5.4% | +9.3% | -14.7% | -12.2% |
| 1Y | +28.0% | +7.2% | +20.8% | +20.3% |
| 3Y | +93.3% | +31.3% | +62.0% | +48.0% |
| All | +170.4% | +20.1% | +150.3% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 all: compounded portfolio wealth divided by compounded XLRE 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…
all analysis · Full analysis span regression · 6 months rolling