+1.0%
XLI vs NVD
-49.3%
+50.3%
-8.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.3% |
| 7D | -0.6% | +0.5% | -1.1% | -0.5% |
| 30D | -6.9% | -9.3% | +2.3% | -7.4% |
| 3M | -1.9% | -22.1% | +20.2% | -3.4% |
| 6M | +1.0% | -45.8% | +46.8% | -7.5% |
| All | +1.0% | -49.3% | +50.3% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling