+37.6%
XLB vs NVD
-98.5%
+136.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | 0.0% |
| 7D | +0.5% | +28.6% | -28.1% | +1.9% |
| 30D | +5.2% | +73.6% | -68.5% | +8.3% |
| 3M | +0.3% | +70.1% | -69.8% | +3.4% |
| 6M | +1.2% | +53.6% | -52.4% | +4.3% |
| YTD | +16.6% | -7.0% | +23.6% | +17.7% |
| 1Y | +21.4% | -9.0% | +30.4% | +22.6% |
| 3Y | +43.2% | -98.3% | +141.6% | +24.4% |
| All | +37.6% | -98.5% | +136.2% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling