-6.4%
XLC vs NVD
+51.8%
-58.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.9% | +1.1% |
| 7D | +3.7% | +28.6% | -24.9% | +3.9% |
| 30D | -1.9% | +73.6% | -75.6% | -1.3% |
| 3M | -3.1% | +70.1% | -73.2% | -2.2% |
| 6M | -6.4% | +53.6% | -59.9% | -4.9% |
| All | -6.4% | +51.8% | -58.2% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling