+22.1%
XLP vs NVDL
+2,772.7%
-2,750.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.8% |
| 7D | -1.0% | +11.7% | -12.7% | -0.8% |
| 30D | -0.9% | +7.8% | -8.7% | -0.7% |
| 3M | +3.8% | +3.3% | +0.5% | +4.1% |
| 6M | -1.7% | +38.9% | -40.6% | -1.1% |
| YTD | +10.3% | +28.5% | -18.2% | +10.9% |
| 1Y | +7.8% | +40.6% | -32.8% | +8.5% |
| 3Y | +27.2% | +648.7% | -621.5% | +26.5% |
| All | +22.1% | +2,772.7% | -2,750.5% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling