+27.1%
XLP vs NVDL
+680.6%
-653.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.7% |
| 7D | -1.4% | +7.3% | -8.7% | -1.3% |
| 30D | -1.3% | -0.7% | -0.6% | -1.2% |
| 3M | +1.8% | +9.5% | -7.6% | +2.2% |
| 6M | -0.8% | +41.6% | -42.4% | 0.0% |
| YTD | +9.5% | +23.3% | -13.8% | +10.3% |
| 1Y | +7.2% | +40.3% | -33.1% | +8.1% |
| 3Y | +27.1% | +692.2% | -665.0% | +26.7% |
| All | +27.1% | +680.6% | -653.5% | +26.7% |
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