+71.4%
XLC vs NVDX
+833.4%
-762.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | -0.2% |
| 7D | +0.6% | +7.3% | -6.7% | 0.0% |
| 30D | +0.2% | -0.9% | +1.2% | +0.1% |
| 3M | +0.6% | +8.4% | -7.7% | -0.6% |
| 6M | -4.5% | +38.2% | -42.7% | -8.2% |
| YTD | -4.7% | +19.3% | -24.0% | -7.6% |
| 1Y | -1.7% | +33.3% | -34.9% | -6.2% |
| All | +71.4% | +833.4% | -762.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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