+37.6%
XLB vs NVD
-99.2%
+136.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.4% |
| 7D | -1.4% | -11.1% | +9.7% | -2.0% |
| 30D | -0.4% | -13.3% | +12.9% | -0.9% |
| 3M | +2.0% | -19.8% | +21.8% | +1.3% |
| 6M | +1.8% | -48.8% | +50.6% | -0.7% |
| YTD | +16.6% | -49.7% | +66.2% | +13.8% |
| 1Y | +16.9% | -61.4% | +78.3% | +13.0% |
| 3Y | +32.6% | -99.1% | +131.7% | +10.9% |
| All | +37.6% | -99.2% | +136.8% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling