+33.6%
XLY vs NXT
+90.7%
-57.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -1.7% | -1.9% | +0.2% | -1.5% |
| 30D | -4.2% | -20.0% | +15.9% | -2.2% |
| 3M | -2.7% | -30.7% | +28.1% | +0.4% |
| 6M | -0.6% | -29.0% | +28.3% | +1.5% |
| YTD | -5.0% | -4.8% | -0.2% | -6.1% |
| 1Y | -4.1% | +22.8% | -26.9% | -7.9% |
| 3Y | +33.6% | +93.9% | -60.3% | +17.0% |
| All | +33.6% | +90.7% | -57.1% | +17.0% |
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