+38.9%
XLP vs NXT
+246.1%
-207.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.1% | +15.1% | -15.0% | 0.0% |
| 30D | +8.9% | +21.8% | -12.9% | +8.8% |
| 3M | +7.5% | +1.6% | +5.9% | +7.5% |
| 6M | +9.4% | -16.7% | +26.1% | +9.5% |
| YTD | +19.3% | +20.4% | -1.2% | +18.3% |
| 1Y | +21.7% | +0.2% | +21.5% | +21.1% |
| 3Y | +44.0% | +208.7% | -164.7% | +37.1% |
| All | +38.9% | +246.1% | -207.1% | +32.2% |
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