+49.9%
XLE vs NVT
+3.0%
+46.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -12.7% | +8.0% | -5.1% |
| 7D | -7.2% | -19.5% | +12.3% | -8.0% |
| 30D | +0.1% | -32.4% | +32.5% | -1.6% |
| 3M | +9.2% | -30.3% | +39.5% | +7.6% |
| 6M | +8.4% | -30.4% | +38.8% | +7.2% |
| YTD | +44.9% | +11.3% | +33.5% | +48.0% |
| 1Y | +49.9% | +3.6% | +46.3% | +54.1% |
| All | +49.9% | +3.0% | +46.9% | +54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling