+76.3%
XLI vs NXT
+208.8%
-132.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.1% | -0.2% |
| 7D | +4.3% | -6.0% | +10.3% | +4.9% |
| 30D | +0.5% | +5.4% | -5.0% | -0.3% |
| 3M | -8.6% | -9.7% | +1.1% | -8.1% |
| 6M | -2.3% | -25.3% | +23.0% | -0.7% |
| YTD | +10.1% | +7.5% | +2.7% | +7.7% |
| 1Y | +11.0% | -3.0% | +14.0% | +9.5% |
| 3Y | +72.3% | +171.4% | -99.1% | +49.6% |
| All | +76.3% | +208.8% | -132.5% | +49.3% |
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