+131.4%
XLC vs NVDL
+2,476.2%
-2,344.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +0.5% | -10.3% | +10.8% | +1.4% |
| 30D | +2.1% | -7.1% | +9.2% | +2.5% |
| 3M | +0.7% | +6.6% | -5.9% | -0.6% |
| 6M | -3.2% | +21.1% | -24.3% | -6.2% |
| YTD | -3.8% | +15.2% | -19.0% | -6.7% |
| 1Y | -2.0% | +18.8% | -20.8% | -6.0% |
| 3Y | +71.4% | +649.9% | -578.5% | +20.9% |
| All | +131.4% | +2,476.2% | -2,344.7% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling