+518.1%
XLK vs NVT
+694.8%
-176.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.5% |
| 7D | -0.4% | +2.0% | -2.4% | -1.3% |
| 30D | -0.5% | -7.2% | +6.7% | +2.3% |
| 3M | +5.0% | -0.9% | +5.9% | +4.6% |
| 6M | +32.9% | +42.6% | -9.7% | +13.2% |
| YTD | +29.0% | +52.9% | -23.9% | +6.3% |
| 1Y | +37.8% | +64.5% | -26.6% | +9.6% |
| 3Y | +118.7% | +178.0% | -59.3% | +33.4% |
| 5Y | +145.6% | +402.8% | -257.2% | +15.8% |
| All | +518.1% | +694.8% | -176.8% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling