-5.8%
XLC vs NVDL
-23.5%
+17.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.1% | +9.6% | +3.7% |
| 7D | +1.8% | -14.0% | +15.8% | +2.3% |
| 30D | -6.0% | -31.2% | +25.2% | -4.7% |
| 3M | -6.0% | -15.5% | +9.5% | -5.7% |
| 6M | -9.1% | -10.3% | +1.2% | -9.4% |
| YTD | -10.0% | -5.8% | -4.2% | -11.5% |
| 1Y | -5.8% | -20.1% | +14.3% | -7.1% |
| All | -5.8% | -23.5% | +17.6% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling