+39.2%
XLK vs NVT
+71.6%
-32.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | -0.5% |
| 7D | +0.2% | +4.1% | -3.9% | -1.4% |
| 30D | -0.6% | -5.1% | +4.5% | +1.2% |
| 3M | +2.6% | -1.2% | +3.7% | +2.2% |
| 6M | +34.0% | +46.6% | -12.6% | +16.1% |
| YTD | +30.7% | +60.0% | -29.3% | +9.3% |
| 1Y | +39.2% | +70.8% | -31.6% | +12.0% |
| All | +39.2% | +71.6% | -32.4% | +12.0% |
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