+41.9%
XLP vs NVT
+118.7%
-76.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.0% | -9.3% | -0.9% |
| 7D | +0.7% | -15.7% | +16.4% | -0.1% |
| 30D | +10.3% | -36.6% | +46.9% | +8.2% |
| 3M | +6.5% | -34.8% | +41.4% | +4.7% |
| 6M | +8.4% | -38.2% | +46.6% | +6.7% |
| YTD | +18.2% | +4.8% | +13.4% | +16.3% |
| 1Y | +22.4% | -2.8% | +25.2% | +20.5% |
| 3Y | +41.9% | +119.5% | -77.6% | +29.0% |
| All | +41.9% | +118.7% | -76.8% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling