+102.4%
XLC vs NXT
+229.3%
-126.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +0.7% |
| 7D | +6.2% | +4.0% | +2.3% | +5.9% |
| 30D | -2.4% | +15.9% | -18.3% | -3.4% |
| 3M | -3.3% | -3.0% | -0.3% | -3.4% |
| 6M | -7.3% | -20.7% | +13.4% | -6.7% |
| YTD | -7.6% | +14.6% | -22.2% | -9.8% |
| 1Y | -3.7% | -7.1% | +3.4% | -4.7% |
| 3Y | +62.9% | +189.4% | -126.5% | +43.0% |
| All | +102.4% | +229.3% | -126.9% | +72.0% |
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