+21.3%
XLP vs NVDL
-38.4%
+59.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | +0.9% |
| 7D | -0.5% | -26.2% | +25.7% | -2.4% |
| 30D | +8.3% | -43.2% | +51.6% | +4.5% |
| 3M | +8.7% | -40.5% | +49.2% | +5.4% |
| 6M | +11.2% | -45.4% | +56.6% | +8.2% |
| YTD | +20.0% | -30.5% | +50.5% | +17.5% |
| 1Y | +21.3% | -37.1% | +58.4% | +17.9% |
| All | +21.3% | -38.4% | +59.7% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling