+65.5%
XLF vs NXT
+168.4%
-102.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -2.9% | -2.6% | -0.3% | -2.8% |
| 30D | -1.6% | -22.4% | +20.8% | -0.5% |
| 3M | +9.3% | -27.3% | +36.6% | +10.6% |
| 6M | +14.6% | -28.5% | +43.1% | +15.6% |
| YTD | +4.7% | -6.6% | +11.3% | +3.9% |
| 1Y | +8.6% | +20.4% | -11.7% | +5.9% |
| 3Y | +73.9% | +90.9% | -17.1% | +60.7% |
| All | +65.5% | +168.4% | -102.9% | +45.3% |
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