+41.0%
XLE vs NXT
-3.7%
+44.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -7.9% | +15.1% | -23.0% | -7.1% |
| 30D | -4.8% | +21.8% | -26.6% | -3.5% |
| 3M | +8.4% | +1.6% | +6.8% | +9.2% |
| 6M | +12.7% | -16.7% | +29.4% | +13.4% |
| YTD | +41.3% | +20.4% | +20.9% | +40.0% |
| All | +41.0% | -3.7% | +44.7% | +43.1% |
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