+43.4%
XLK vs NVT
+73.8%
-30.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.3% |
| 7D | +0.9% | +5.1% | -4.2% | -1.1% |
| 30D | +0.7% | -3.7% | +4.4% | +2.0% |
| 3M | -2.9% | -10.1% | +7.2% | +0.3% |
| 6M | +34.3% | +37.5% | -3.2% | +19.3% |
| YTD | +30.4% | +53.7% | -23.3% | +10.9% |
| 1Y | +43.4% | +70.9% | -27.5% | +15.8% |
| All | +43.4% | +73.8% | -30.4% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling