+12.3%
XLI vs NXT
-0.4%
+12.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +3.8% | -9.4% | +13.2% | +4.9% |
| 30D | +1.0% | +15.1% | -14.1% | -1.0% |
| 3M | -8.9% | -9.1% | +0.2% | -8.3% |
| 6M | -2.3% | -30.3% | +28.0% | +0.6% |
| YTD | +9.7% | +9.1% | +0.6% | +4.6% |
| 1Y | +12.3% | +7.9% | +4.4% | +7.1% |
| All | +12.3% | -0.4% | +12.7% | +7.1% |
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