+39.1%
XLP vs NXT
+229.3%
-190.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.2% |
| 7D | +2.3% | +4.0% | -1.6% | +2.3% |
| 30D | +9.1% | +15.9% | -6.8% | +9.0% |
| 3M | +7.9% | -3.0% | +10.9% | +7.9% |
| 6M | +9.6% | -20.7% | +30.3% | +9.7% |
| YTD | +19.4% | +14.6% | +4.9% | +18.5% |
| 1Y | +22.4% | -7.1% | +29.5% | +21.9% |
| 3Y | +43.2% | +189.4% | -146.2% | +36.5% |
| All | +39.1% | +229.3% | -190.2% | +32.5% |
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