+63.2%
XLE vs NVD
-99.1%
+162.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.0% | -0.5% |
| 7D | +0.5% | +9.0% | -8.6% | +0.7% |
| 30D | +6.6% | -5.5% | +12.0% | +6.5% |
| 3M | +12.3% | -24.6% | +36.9% | +11.6% |
| 6M | +18.4% | -42.1% | +60.5% | +16.8% |
| YTD | +47.2% | -44.3% | +91.6% | +45.3% |
| 1Y | +50.3% | -54.2% | +104.5% | +47.5% |
| 3Y | +55.3% | -99.1% | +154.4% | +52.3% |
| All | +63.2% | -99.1% | +162.4% | +60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling