+78.6%
XLF vs NVD
-99.1%
+177.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.5% | +10.8% | -12.3% | -1.0% |
| 30D | -1.2% | +0.8% | -1.9% | -1.0% |
| 3M | +9.2% | -20.8% | +30.0% | +8.4% |
| 6M | +16.3% | -41.2% | +57.5% | +14.3% |
| YTD | +5.4% | -44.2% | +49.6% | +3.5% |
| 1Y | +7.6% | -54.2% | +61.8% | +5.0% |
| 3Y | +74.2% | -99.1% | +173.3% | +44.0% |
| All | +78.6% | -99.1% | +177.7% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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