+155.5%
XLE vs NVT
+488.5%
-332.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +5.4% | +8.0% | -2.6% | +2.2% |
| 30D | -3.9% | -24.8% | +20.8% | +5.3% |
| 3M | +7.0% | -32.4% | +39.4% | +20.9% |
| 6M | +14.2% | -33.5% | +47.7% | +27.3% |
| YTD | +48.2% | +13.2% | +35.0% | +26.4% |
| 1Y | +47.7% | +9.0% | +38.7% | +27.5% |
| 3Y | +70.0% | +129.4% | -59.4% | -10.5% |
| 5Y | +169.1% | +230.1% | -60.9% | +7.2% |
| All | +155.5% | +488.5% | -332.9% | -31.7% |
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