+66.1%
XLF vs NXT
+171.8%
-105.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.3% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -1.3% | -20.0% | +18.7% | -0.3% |
| 3M | +9.1% | -30.9% | +40.1% | +10.8% |
| 6M | +14.4% | -23.8% | +38.2% | +14.9% |
| YTD | +5.1% | -5.4% | +10.5% | +4.2% |
| 1Y | +8.6% | +28.0% | -19.4% | +5.6% |
| 3Y | +74.4% | +93.3% | -18.9% | +61.1% |
| All | +66.1% | +171.8% | -105.7% | +45.7% |
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 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