+32.5%
XLP vs NVDX
+815.5%
-783.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -1.2% |
| 7D | -2.9% | -0.9% | -2.0% | -2.9% |
| 30D | -2.2% | +3.0% | -5.2% | -2.1% |
| 3M | -0.6% | +6.8% | -7.3% | -0.2% |
| 6M | -2.2% | +28.6% | -30.8% | -1.5% |
| YTD | +8.3% | +17.0% | -8.7% | +8.9% |
| 1Y | +5.7% | +27.0% | -21.3% | +6.5% |
| All | +32.5% | +815.5% | -783.0% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling