+150.5%
XLE vs NVT
+699.2%
-548.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.9% |
| 7D | +2.2% | +5.1% | -2.9% | +0.1% |
| 30D | +11.8% | -3.7% | +15.5% | +12.9% |
| 3M | +9.8% | -10.1% | +20.0% | +12.3% |
| 6M | +15.6% | +37.5% | -21.9% | -4.3% |
| YTD | +45.3% | +53.7% | -8.5% | +13.0% |
| 1Y | +48.3% | +70.9% | -22.6% | +7.9% |
| 3Y | +55.4% | +180.4% | -125.0% | -21.2% |
| 5Y | +216.1% | +393.5% | -177.4% | +7.2% |
| All | +150.5% | +699.2% | -548.8% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling