+19.9%
XLP vs NVDL
+2,608.0%
-2,588.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.2% |
| 7D | -2.9% | -0.8% | -2.1% | -2.9% |
| 30D | -2.2% | +3.4% | -5.6% | -2.1% |
| 3M | -0.6% | +8.1% | -8.7% | -0.3% |
| 6M | -2.2% | +31.9% | -34.0% | -1.6% |
| YTD | +8.3% | +21.1% | -12.9% | +8.8% |
| 1Y | +5.7% | +34.0% | -28.3% | +6.4% |
| 3Y | +25.7% | +677.9% | -652.3% | +24.7% |
| All | +19.9% | +2,608.0% | -2,588.1% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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