-61.4%
NVD vs XHB
-9.3%
-52.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -1.1% |
| 7D | -11.1% | -1.3% | -9.8% | -11.4% |
| 30D | -13.3% | -6.9% | -6.4% | -15.2% |
| 3M | -19.8% | -1.3% | -18.6% | -19.8% |
| 6M | -48.8% | -6.8% | -42.0% | -45.9% |
| YTD | -49.7% | +0.7% | -50.4% | -49.3% |
| 1Y | -61.4% | -11.2% | -50.1% | -59.1% |
| All | -61.4% | -9.3% | -52.1% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling