+127.8%
XLC vs NVDL
+2,608.0%
-2,480.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | -0.9% | +3.4% | -4.3% | -1.4% |
| 3M | -0.3% | +8.1% | -8.4% | -1.7% |
| 6M | -5.2% | +31.9% | -37.0% | -8.7% |
| YTD | -5.3% | +21.1% | -26.4% | -8.6% |
| 1Y | -2.8% | +34.0% | -36.9% | -7.8% |
| 3Y | +71.2% | +677.9% | -606.7% | +20.5% |
| All | +127.8% | +2,608.0% | -2,480.2% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling