+158.1%
XLE vs NVT
+227.9%
-69.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -6.7% | -13.0% | +6.3% | -4.8% |
| 30D | -4.4% | -32.7% | +28.3% | +1.5% |
| 3M | +4.0% | -30.6% | +34.6% | +9.3% |
| 6M | +13.2% | -33.6% | +46.8% | +19.1% |
| YTD | +41.9% | +11.0% | +30.9% | +31.1% |
| 1Y | +41.6% | +0.8% | +40.9% | +33.8% |
| 3Y | +64.0% | +125.7% | -61.7% | +13.3% |
| 5Y | +158.1% | +231.1% | -73.0% | +45.5% |
| All | +158.1% | +227.9% | -69.8% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling