+72.0%
XLI vs NVD
-99.2%
+171.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.2% |
| 7D | +1.0% | -7.7% | +8.6% | +0.4% |
| 30D | -5.8% | -5.8% | 0.0% | -6.0% |
| 3M | +0.7% | -23.2% | +23.9% | -0.6% |
| 6M | +3.2% | -49.7% | +52.9% | -0.8% |
| YTD | +13.0% | -47.7% | +60.7% | +9.4% |
| 1Y | +16.8% | -61.3% | +78.1% | +11.2% |
| 3Y | +72.4% | -99.2% | +171.6% | +33.6% |
| All | +72.0% | -99.2% | +171.2% | +33.3% |
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