+20.7%
XLK vs NVD
-27.4%
+48.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | +1.7% |
| 7D | -7.6% | +15.0% | -22.6% | -3.9% |
| 30D | -12.2% | +39.3% | -51.4% | -3.6% |
| 3M | -5.5% | +3.1% | -8.6% | -2.6% |
| 6M | +9.2% | -19.0% | +28.2% | +9.0% |
| YTD | +23.0% | -35.5% | +58.6% | +18.1% |
| 1Y | +20.7% | -30.2% | +50.9% | +19.4% |
| All | +20.7% | -27.4% | +48.1% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling