+120.4%
XLK vs NVD
-99.1%
+219.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.4% |
| 7D | +0.2% | +10.8% | -10.6% | +2.4% |
| 30D | -0.6% | +0.8% | -1.4% | +0.3% |
| 3M | +2.6% | -20.8% | +23.4% | -0.2% |
| 6M | +34.0% | -41.2% | +75.1% | +25.4% |
| YTD | +30.7% | -44.2% | +74.9% | +22.5% |
| 1Y | +39.2% | -54.2% | +93.4% | +28.0% |
| 3Y | +120.4% | -99.1% | +219.6% | +20.6% |
| All | +120.4% | -99.1% | +219.5% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling