+43.2%
XLB vs NVT
+131.3%
-88.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +0.5% | +8.0% | -7.4% | -0.6% |
| 30D | +5.2% | -24.8% | +29.9% | +9.1% |
| 3M | +0.3% | -32.4% | +32.7% | +5.6% |
| 6M | +1.2% | -33.5% | +34.6% | +6.3% |
| YTD | +16.6% | +13.2% | +3.5% | +9.1% |
| 1Y | +21.4% | +9.0% | +12.5% | +14.2% |
| 3Y | +43.2% | +129.4% | -86.2% | +2.8% |
| All | +43.2% | +131.3% | -88.1% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling