+35.9%
XLB vs NXT
+181.9%
-146.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -0.2% | +2.9% | -3.1% | -0.5% |
| 30D | -1.7% | -17.2% | +15.5% | -0.2% |
| 3M | +4.4% | -32.0% | +36.3% | +7.5% |
| 6M | +5.0% | -15.8% | +20.8% | +5.5% |
| YTD | +15.5% | -1.9% | +17.4% | +14.1% |
| 1Y | +14.9% | +22.5% | -7.6% | +10.7% |
| 3Y | +34.5% | +100.5% | -66.0% | +19.9% |
| All | +35.9% | +181.9% | -146.0% | +16.5% |
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