+47.7%
XLE vs NVT
+4.7%
+43.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +5.4% | +8.0% | -2.6% | +5.5% |
| 30D | -3.9% | -24.8% | +20.8% | -5.0% |
| 3M | +7.0% | -32.4% | +39.4% | +5.1% |
| 6M | +14.2% | -33.5% | +47.7% | +12.4% |
| YTD | +48.2% | +13.2% | +35.0% | +51.0% |
| 1Y | +47.7% | +9.0% | +38.7% | +51.6% |
| All | +47.7% | +4.7% | +43.0% | +51.6% |
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