+65.6%
XLE vs NXT
+178.8%
-113.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.9% |
| 7D | +2.2% | -1.1% | +3.3% | +2.2% |
| 30D | +11.8% | -15.3% | +27.1% | +12.6% |
| 3M | +9.8% | -43.8% | +53.6% | +12.9% |
| 6M | +15.6% | -18.7% | +34.2% | +15.2% |
| YTD | +45.3% | -3.0% | +48.3% | +42.3% |
| 1Y | +48.3% | +22.7% | +25.6% | +41.7% |
| 3Y | +55.4% | +95.9% | -40.5% | +38.0% |
| All | +65.6% | +178.8% | -113.2% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling