-99.1%
NVD vs XHB
+21.1%
-120.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.3% | +6.8% | +2.6% |
| 7D | +9.0% | -5.2% | +14.3% | +4.8% |
| 30D | -5.5% | -12.1% | +6.7% | -14.5% |
| 3M | -24.6% | -6.2% | -18.4% | -27.3% |
| 6M | -42.1% | -6.7% | -35.4% | -43.0% |
| YTD | -44.3% | -5.5% | -38.9% | -44.4% |
| 1Y | -54.2% | -15.6% | -38.5% | -59.2% |
| All | -99.1% | +21.1% | -120.3% | -98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling