+110.2%
XLB vs NVT
+731.8%
-621.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.3% | -1.3% |
| 7D | -2.8% | +4.1% | -6.9% | -4.3% |
| 30D | -3.1% | -5.1% | +2.0% | -1.7% |
| 3M | -0.2% | -1.2% | +1.0% | -1.4% |
| 6M | +3.1% | +46.6% | -43.5% | -13.3% |
| YTD | +13.3% | +60.0% | -46.7% | -8.4% |
| 1Y | +12.0% | +70.8% | -58.8% | -12.6% |
| 3Y | +31.4% | +187.5% | -156.1% | -23.2% |
| 5Y | +33.9% | +426.1% | -392.2% | -42.4% |
| All | +110.2% | +731.8% | -621.6% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling