+48.3%
XLE vs NVD
-61.9%
+110.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | +2.2% | -11.1% | +13.3% | +2.7% |
| 30D | +11.8% | -13.3% | +25.0% | +12.3% |
| 3M | +9.8% | -19.8% | +29.6% | +10.5% |
| 6M | +15.6% | -48.8% | +64.4% | +17.8% |
| YTD | +45.3% | -49.7% | +94.9% | +47.7% |
| 1Y | +48.3% | -61.4% | +109.7% | +52.9% |
| All | +48.3% | -61.9% | +110.2% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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