+38.5%
XLP vs NVD
-98.7%
+137.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.2% | +0.6% |
| 7D | -0.5% | +27.3% | -27.9% | -1.2% |
| 30D | +8.3% | +59.9% | -51.6% | +7.1% |
| 3M | +8.7% | +39.4% | -30.7% | +7.7% |
| 6M | +11.2% | +27.6% | -16.4% | +10.2% |
| YTD | +20.0% | -17.9% | +37.9% | +19.5% |
| 1Y | +21.3% | -14.5% | +35.8% | +20.8% |
| 3Y | +43.8% | -98.6% | +142.4% | +41.8% |
| All | +38.5% | -98.7% | +137.2% | +36.1% |
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