+5.7%
XLP vs NVDL
+36.7%
-31.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.3% |
| 7D | -2.9% | -0.8% | -2.1% | -2.9% |
| 30D | -2.2% | +3.4% | -5.6% | -1.8% |
| 3M | -0.6% | +8.1% | -8.7% | +0.6% |
| 6M | -2.2% | +31.9% | -34.0% | +0.4% |
| YTD | +8.3% | +21.1% | -12.9% | +10.6% |
| 1Y | +5.7% | +34.0% | -28.3% | +10.0% |
| All | +5.7% | +36.7% | -31.0% | +10.0% |
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