+43.4%
XLP vs NVDL
+318.8%
-275.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | +0.6% |
| 7D | -0.5% | -26.2% | +25.7% | -1.2% |
| 30D | +8.3% | -43.2% | +51.6% | +7.0% |
| 3M | +8.7% | -40.5% | +49.2% | +7.6% |
| 6M | +11.2% | -45.4% | +56.6% | +10.1% |
| YTD | +20.0% | -30.5% | +50.5% | +19.4% |
| 1Y | +21.3% | -37.1% | +58.4% | +20.7% |
| All | +43.4% | +318.8% | -275.4% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling