+1.0%
XLU vs NVT
+3.0%
-2.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -12.7% | +13.2% | +0.8% |
| 7D | +2.6% | -19.5% | +22.1% | +3.2% |
| 30D | +9.1% | -32.4% | +41.5% | +10.6% |
| 3M | -0.4% | -30.3% | +29.9% | +0.7% |
| 6M | -4.7% | -30.4% | +25.8% | -3.9% |
| YTD | +4.3% | +11.3% | -7.1% | -0.6% |
| 1Y | +1.0% | +3.6% | -2.6% | -2.8% |
| All | +1.0% | +3.0% | -2.0% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling