+46.6%
XLU vs NVD
-99.1%
+145.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.6% | +10.8% | -12.4% | -1.5% |
| 30D | -3.3% | +0.8% | -4.1% | -3.3% |
| 3M | -3.2% | -20.8% | +17.7% | -3.2% |
| 6M | -7.0% | -41.2% | +34.2% | -7.3% |
| YTD | +0.6% | -44.2% | +44.8% | +0.3% |
| 1Y | +2.4% | -54.2% | +56.6% | +2.0% |
| 3Y | +46.3% | -99.1% | +145.4% | +50.2% |
| All | +46.6% | -99.1% | +145.8% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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