+42.0%
XLP vs NVT
+201.4%
-159.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.0% | -9.3% | -1.4% |
| 7D | +0.7% | -15.7% | +16.4% | +0.9% |
| 30D | +10.3% | -36.6% | +46.9% | +11.1% |
| 3M | +6.5% | -34.8% | +41.4% | +7.2% |
| 6M | +8.4% | -38.2% | +46.6% | +9.2% |
| YTD | +18.2% | +4.8% | +13.4% | +14.4% |
| 1Y | +22.4% | -2.8% | +25.2% | +19.1% |
| 3Y | +41.9% | +119.5% | -77.6% | +19.3% |
| All | +42.0% | +201.4% | -159.4% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling