+41.9%
XLP vs NXT
+181.6%
-139.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.3% | -6.6% | -1.3% |
| 7D | +0.7% | +32.2% | -31.5% | +0.8% |
| 30D | +10.3% | +21.9% | -11.7% | +10.3% |
| 3M | +6.5% | +6.6% | 0.0% | +6.6% |
| 6M | +8.4% | -16.8% | +25.2% | +8.4% |
| YTD | +18.2% | +20.4% | -2.2% | +17.5% |
| 1Y | +22.4% | -1.5% | +24.0% | +22.0% |
| 3Y | +41.9% | +182.4% | -140.5% | +35.2% |
| All | +41.9% | +181.6% | -139.7% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling