+149.3%
XLE vs NVT
+498.9%
-349.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +0.4% |
| 7D | -0.2% | +3.5% | -3.7% | -2.1% |
| 30D | -4.0% | -28.2% | +24.2% | +7.1% |
| 3M | +4.6% | -30.1% | +34.7% | +16.6% |
| 6M | +12.3% | -32.5% | +44.8% | +24.5% |
| YTD | +44.5% | +15.2% | +29.3% | +22.5% |
| 1Y | +42.4% | +7.2% | +35.2% | +24.0% |
| 3Y | +67.0% | +134.2% | -67.2% | -12.8% |
| 5Y | +161.9% | +238.3% | -76.4% | +3.1% |
| All | +149.3% | +498.9% | -349.7% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling