-5.8%
XLC vs NXT
+10.5%
-16.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.1% | -7.7% | +3.0% |
| 7D | +1.8% | +30.0% | -28.2% | +0.7% |
| 30D | -6.0% | +28.6% | -34.6% | -6.9% |
| 3M | -6.0% | +8.4% | -14.4% | -6.6% |
| 6M | -9.1% | -8.7% | -0.3% | -9.4% |
| YTD | -10.0% | +22.5% | -32.5% | -12.2% |
| 1Y | -5.8% | +6.9% | -12.7% | -7.1% |
| All | -5.8% | +10.5% | -16.3% | -7.1% |
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