+16.9%
XLB vs NXT
+26.2%
-9.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -1.4% | -1.1% | -0.3% | -1.3% |
| 30D | -0.4% | -15.3% | +15.0% | +0.9% |
| 3M | +2.0% | -43.8% | +45.8% | +6.4% |
| 6M | +1.8% | -18.7% | +20.5% | +2.7% |
| YTD | +16.6% | -3.0% | +19.6% | +16.1% |
| 1Y | +16.9% | +22.7% | -5.8% | +13.9% |
| All | +16.9% | +26.2% | -9.3% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling