+33.8%
XLV vs NXT
+168.4%
-134.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.5% |
| 7D | -4.4% | -2.6% | -1.8% | -4.3% |
| 30D | -1.4% | -22.4% | +21.0% | -0.8% |
| 3M | +8.9% | -27.3% | +36.2% | +9.5% |
| 6M | +9.1% | -28.5% | +37.6% | +9.4% |
| YTD | +7.9% | -6.6% | +14.5% | +7.2% |
| 1Y | +22.7% | +20.4% | +2.4% | +20.6% |
| 3Y | +31.9% | +90.9% | -59.0% | +25.3% |
| All | +33.8% | +168.4% | -134.6% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling