+32.0%
XEL vs NVT
+419.5%
-387.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -0.1% |
| 7D | -0.3% | +4.1% | -4.4% | -0.5% |
| 30D | -3.9% | -5.1% | +1.2% | -3.8% |
| 3M | -2.8% | -1.2% | -1.6% | -2.9% |
| 6M | -5.4% | +46.6% | -52.0% | -7.7% |
| YTD | +3.8% | +60.0% | -56.2% | +0.7% |
| 1Y | +6.8% | +70.8% | -64.0% | +3.1% |
| 3Y | +45.6% | +187.5% | -142.0% | +29.6% |
| All | +32.0% | +419.5% | -387.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 5y: compounded portfolio wealth divided by compounded NVT 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…
5y analysis · Full analysis span regression · 6 months rolling