+36.4%
XLP vs NVD
-98.9%
+135.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | -1.2% |
| 7D | +0.7% | +16.8% | -16.1% | +0.3% |
| 30D | +10.3% | +54.3% | -44.1% | +9.2% |
| 3M | +6.5% | +24.3% | -17.7% | +5.8% |
| 6M | +8.4% | +0.6% | +7.8% | +8.0% |
| YTD | +18.2% | -27.7% | +45.9% | +18.1% |
| 1Y | +22.4% | -29.4% | +51.8% | +22.3% |
| 3Y | +41.9% | -98.8% | +140.7% | +40.1% |
| All | +36.4% | -98.9% | +135.3% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling