+128.1%
XLP vs NVT
+487.2%
-359.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | +0.2% |
| 7D | +0.1% | -7.5% | +7.6% | +0.5% |
| 30D | +8.9% | -31.5% | +40.5% | +12.5% |
| 3M | +7.5% | -30.4% | +37.9% | +10.5% |
| 6M | +9.4% | -32.5% | +41.9% | +12.3% |
| YTD | +19.3% | +12.9% | +6.3% | +13.4% |
| 1Y | +21.7% | +3.7% | +18.0% | +16.9% |
| 3Y | +44.0% | +135.8% | -91.8% | +16.0% |
| 5Y | +42.8% | +232.7% | -189.9% | +5.0% |
| All | +128.1% | +487.2% | -359.1% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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