+62.8%
XLE vs NVD
-99.2%
+162.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +1.2% |
| 7D | 0.0% | -7.7% | +7.7% | -0.2% |
| 30D | +12.6% | -5.8% | +18.4% | +12.6% |
| 3M | +11.8% | -23.2% | +35.0% | +11.3% |
| 6M | +16.1% | -49.7% | +65.8% | +14.0% |
| YTD | +46.9% | -47.7% | +94.6% | +44.7% |
| 1Y | +53.3% | -61.3% | +114.6% | +49.5% |
| 3Y | +54.9% | -99.2% | +154.1% | +51.7% |
| All | +62.8% | -99.2% | +162.0% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling