+116.5%
XLB vs NVT
+488.5%
-372.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.5% | +8.0% | -7.4% | -2.0% |
| 30D | +5.2% | -24.8% | +29.9% | +13.5% |
| 3M | +0.3% | -32.4% | +32.7% | +11.3% |
| 6M | +1.2% | -33.5% | +34.6% | +11.4% |
| YTD | +16.6% | +13.2% | +3.5% | +3.5% |
| 1Y | +21.4% | +9.0% | +12.5% | +8.9% |
| 3Y | +43.2% | +129.4% | -86.2% | -12.9% |
| 5Y | +28.0% | +230.1% | -202.0% | -36.0% |
| All | +116.5% | +488.5% | -372.0% | -19.9% |
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