+60.3%
XLE vs NXT
+246.1%
-185.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.4% | -0.2% |
| 7D | -12.0% | +32.2% | -44.2% | -13.0% |
| 30D | -2.7% | +21.9% | -24.7% | -3.6% |
| 3M | +6.6% | +6.6% | 0.0% | +6.2% |
| 6M | +9.5% | -16.8% | +26.3% | +10.0% |
| YTD | +40.6% | +20.4% | +20.1% | +36.4% |
| 1Y | +43.6% | -1.5% | +45.1% | +41.4% |
| 3Y | +58.1% | +182.4% | -124.3% | +37.0% |
| All | +60.3% | +246.1% | -185.9% | +32.7% |
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