+67.4%
XLE vs NXT
+181.9%
-114.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.1% |
| 7D | 0.0% | +2.9% | -2.9% | -0.1% |
| 30D | +12.6% | -17.2% | +29.9% | +13.6% |
| 3M | +11.8% | -32.0% | +43.8% | +13.7% |
| 6M | +16.1% | -15.8% | +31.8% | +15.4% |
| YTD | +46.9% | -1.9% | +48.8% | +43.9% |
| 1Y | +53.3% | +22.5% | +30.8% | +46.6% |
| 3Y | +54.9% | +100.5% | -45.6% | +37.3% |
| All | +67.4% | +181.9% | -114.5% | +39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling