+49.9%
XLE vs NVD
-27.4%
+77.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.5% | -11.2% | -5.1% |
| 7D | -7.2% | +15.0% | -22.2% | -7.9% |
| 30D | +0.1% | +39.3% | -39.2% | -1.8% |
| 3M | +9.2% | +3.1% | +6.1% | +8.6% |
| 6M | +8.4% | -19.0% | +27.3% | +8.8% |
| YTD | +44.9% | -35.5% | +80.4% | +45.9% |
| 1Y | +49.9% | -30.2% | +80.0% | +51.6% |
| All | +49.9% | -27.4% | +77.2% | +51.6% |
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