-99.2%
NVD vs XHB
+27.8%
-127.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +0.7% |
| 7D | +0.5% | -1.9% | +2.4% | -0.8% |
| 30D | -9.3% | -8.3% | -1.0% | -15.2% |
| 3M | -22.1% | -7.1% | -14.9% | -25.4% |
| 6M | -45.8% | -5.3% | -40.6% | -46.1% |
| YTD | -46.7% | -3.2% | -43.5% | -45.8% |
| 1Y | -59.5% | -13.9% | -45.6% | -63.3% |
| 3Y | -99.2% | +24.9% | -124.1% | -98.7% |
| All | -99.2% | +27.8% | -127.0% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling