+143.7%
XLC vs NVT
+619.0%
-475.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.7% | -0.2% |
| 7D | +0.5% | +4.1% | -3.6% | -0.6% |
| 30D | +2.1% | -5.1% | +7.2% | +3.2% |
| 3M | +0.7% | -1.2% | +1.9% | -0.4% |
| 6M | -3.2% | +46.6% | -49.8% | -15.5% |
| YTD | -3.8% | +60.0% | -63.8% | -18.7% |
| 1Y | -2.0% | +70.8% | -72.8% | -19.5% |
| 3Y | +71.4% | +187.5% | -116.2% | +12.9% |
| 5Y | +40.7% | +426.1% | -385.5% | -26.2% |
| All | +143.7% | +619.0% | -475.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling