+7.2%
XLP vs NVD
-61.7%
+68.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.9% |
| 7D | -1.4% | -7.7% | +6.2% | -1.0% |
| 30D | -1.3% | -5.8% | +4.5% | -1.1% |
| 3M | +1.8% | -23.2% | +25.0% | +3.2% |
| 6M | -0.8% | -49.7% | +48.9% | +2.5% |
| YTD | +9.5% | -47.7% | +57.2% | +12.2% |
| 1Y | +7.2% | -61.3% | +68.5% | +12.0% |
| All | +7.2% | -61.7% | +68.9% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling