+80.2%
XLI vs NVDL
+2,476.2%
-2,395.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -1.7% | -10.3% | +8.7% | -0.9% |
| 30D | -7.3% | -7.1% | -0.2% | -6.9% |
| 3M | -1.3% | +6.6% | -7.9% | -2.3% |
| 6M | +2.2% | +21.1% | -18.8% | -0.3% |
| YTD | +11.7% | +15.2% | -3.5% | +9.0% |
| 1Y | +14.3% | +18.8% | -4.5% | +10.6% |
| 3Y | +70.3% | +649.9% | -579.6% | +37.0% |
| All | +80.2% | +2,476.2% | -2,395.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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