+169.4%
XLI vs NVT
+731.8%
-562.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.6% | -0.7% |
| 7D | -1.7% | +4.1% | -5.7% | -3.3% |
| 30D | -7.3% | -5.1% | -2.1% | -5.7% |
| 3M | -1.3% | -1.2% | -0.2% | -2.2% |
| 6M | +2.2% | +46.6% | -44.3% | -14.7% |
| YTD | +11.7% | +60.0% | -48.3% | -10.6% |
| 1Y | +14.3% | +70.8% | -56.5% | -11.8% |
| 3Y | +70.3% | +187.5% | -117.2% | -2.1% |
| 5Y | +82.3% | +426.1% | -343.8% | -23.7% |
| All | +169.4% | +731.8% | -562.4% | -12.4% |
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