+22.9%
NVDL vs XLB
+2.4%
+20.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -3.6% |
| 7D | -8.7% | -3.5% | -5.1% | -5.6% |
| 30D | -1.3% | -4.7% | +3.3% | +2.7% |
| 3M | +11.4% | +2.7% | +8.6% | +5.0% |
| 6M | +22.9% | +2.6% | +20.3% | +14.5% |
| All | +22.9% | +2.4% | +20.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 6mo: compounded portfolio wealth divided by compounded XLB 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…
6mo analysis · Full analysis span regression · 6 months rolling