+37.6%
XLP vs NVD
-98.8%
+136.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | +0.7% |
| 7D | +0.1% | +23.8% | -23.7% | -0.5% |
| 30D | +8.9% | +57.0% | -48.0% | +7.8% |
| 3M | +7.5% | +41.6% | -34.1% | +6.5% |
| 6M | +9.4% | +17.6% | -8.1% | +8.7% |
| YTD | +19.3% | -21.4% | +40.7% | +18.9% |
| 1Y | +21.7% | -23.3% | +45.0% | +21.4% |
| 3Y | +44.0% | -98.7% | +142.6% | +42.0% |
| All | +37.6% | -98.8% | +136.4% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling