+77.4%
XLF vs NVD
-99.1%
+176.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.1% |
| 7D | -2.9% | +9.0% | -11.9% | -2.5% |
| 30D | -1.6% | -5.5% | +3.9% | -1.7% |
| 3M | +9.3% | -24.6% | +33.9% | +8.2% |
| 6M | +14.6% | -42.1% | +56.7% | +12.5% |
| YTD | +4.7% | -44.3% | +49.1% | +2.8% |
| 1Y | +8.6% | -54.2% | +62.8% | +6.0% |
| 3Y | +73.9% | -99.1% | +173.0% | +43.9% |
| All | +77.4% | -99.1% | +176.5% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling