+39.8%
XLP vs NXT
+231.9%
-192.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -0.5% | -5.7% | +5.2% | -0.5% |
| 30D | +8.3% | +18.5% | -10.2% | +8.2% |
| 3M | +8.7% | -4.1% | +12.8% | +8.7% |
| 6M | +11.2% | -20.3% | +31.5% | +11.2% |
| YTD | +20.0% | +15.5% | +4.5% | +19.1% |
| 1Y | +21.3% | -5.0% | +26.3% | +20.8% |
| 3Y | +43.8% | +191.6% | -147.8% | +37.1% |
| All | +39.8% | +231.9% | -192.1% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling