+39.1%
XLB vs NXT
+246.1%
-206.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.4% | +15.1% | -16.5% | -2.6% |
| 30D | +7.1% | +21.8% | -14.7% | +5.0% |
| 3M | +0.6% | +1.6% | -1.0% | +0.1% |
| 6M | +3.5% | -16.7% | +20.2% | +4.1% |
| YTD | +18.2% | +20.4% | -2.2% | +14.4% |
| 1Y | +25.6% | +0.2% | +25.4% | +23.3% |
| 3Y | +46.7% | +208.7% | -162.0% | +25.3% |
| All | +39.1% | +246.1% | -206.9% | +16.8% |
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