+114.3%
XLB vs NVT
+732.7%
-618.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.1% | -2.4% |
| 7D | -0.2% | +10.4% | -10.6% | -3.7% |
| 30D | -1.7% | -1.3% | -0.5% | -1.7% |
| 3M | +4.4% | -0.6% | +5.0% | +2.8% |
| 6M | +5.0% | +53.8% | -48.7% | -13.2% |
| YTD | +15.5% | +60.2% | -44.7% | -6.6% |
| 1Y | +14.9% | +76.8% | -61.9% | -11.6% |
| 3Y | +34.5% | +191.2% | -156.7% | -21.8% |
| 5Y | +36.5% | +430.9% | -394.4% | -41.5% |
| All | +114.3% | +732.7% | -618.5% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling