+43.4%
XLK vs NVD
-61.9%
+105.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.4% |
| 7D | +0.9% | -11.1% | +12.0% | -1.9% |
| 30D | +0.7% | -13.3% | +14.0% | -1.8% |
| 3M | -2.9% | -19.8% | +16.9% | -5.5% |
| 6M | +34.3% | -48.8% | +83.0% | +19.6% |
| YTD | +30.4% | -49.7% | +80.1% | +17.0% |
| 1Y | +43.4% | -61.4% | +104.7% | +26.3% |
| All | +43.4% | -61.9% | +105.2% | +26.3% |
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 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