+46.3%
XLU vs NXT
+90.7%
-44.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -1.6% | -1.9% | +0.3% | -1.5% |
| 30D | -3.3% | -20.0% | +16.7% | -2.3% |
| 3M | -3.2% | -30.7% | +27.6% | -1.6% |
| 6M | -7.0% | -29.0% | +22.0% | -6.1% |
| YTD | +0.6% | -4.8% | +5.5% | -0.5% |
| 1Y | +2.4% | +22.8% | -20.4% | -0.6% |
| 3Y | +46.3% | +93.9% | -47.7% | +31.2% |
| All | +46.3% | +90.7% | -44.5% | +31.2% |
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