+141.8%
XLF vs NVT
+731.8%
-589.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -4.0% | -1.1% |
| 7D | -1.5% | +4.1% | -5.5% | -3.0% |
| 30D | -1.2% | -5.1% | +4.0% | +0.3% |
| 3M | +9.2% | -1.2% | +10.4% | +7.6% |
| 6M | +16.3% | +46.6% | -30.2% | -4.0% |
| YTD | +5.4% | +60.0% | -54.6% | -16.7% |
| 1Y | +7.6% | +70.8% | -63.2% | -18.3% |
| 3Y | +74.2% | +187.5% | -113.3% | -4.1% |
| 5Y | +66.1% | +426.1% | -360.0% | -35.4% |
| All | +141.8% | +731.8% | -589.9% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling