+27.4%
XEL vs NXT
+171.8%
-144.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.8% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -0.9% | -20.0% | +19.1% | -0.4% |
| 3M | -1.4% | -30.9% | +29.5% | -0.7% |
| 6M | -5.8% | -23.8% | +18.0% | -5.5% |
| YTD | +4.7% | -5.4% | +10.1% | +4.2% |
| 1Y | +9.1% | +28.0% | -19.0% | +7.4% |
| 3Y | +47.8% | +93.3% | -45.5% | +40.5% |
| All | +27.4% | +171.8% | -144.4% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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