+46.0%
XLP vs NVDX
+454.9%
-408.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.7% | +9.6% | +0.7% |
| 7D | +0.1% | -23.4% | +23.4% | -0.5% |
| 30D | +8.9% | -41.5% | +50.4% | +7.8% |
| 3M | +7.5% | -41.1% | +48.6% | +6.4% |
| 6M | +9.4% | -40.9% | +50.3% | +8.6% |
| YTD | +19.3% | -29.1% | +48.3% | +18.8% |
| 1Y | +21.7% | -33.5% | +55.3% | +21.2% |
| 3Y | +44.0% | +369.1% | -325.2% | +42.6% |
| All | +46.0% | +454.9% | -408.9% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling