+30.5%
XLV vs NVD
-99.1%
+129.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -3.6% | +10.8% | -14.4% | -3.4% |
| 30D | -1.8% | +0.8% | -2.6% | -1.8% |
| 3M | +7.8% | -20.8% | +28.6% | +7.6% |
| 6M | +9.1% | -41.2% | +50.3% | +8.4% |
| YTD | +7.7% | -44.2% | +51.9% | +7.0% |
| 1Y | +20.4% | -54.2% | +74.6% | +19.2% |
| 3Y | +30.8% | -99.1% | +129.9% | +16.7% |
| All | +30.5% | -99.1% | +129.7% | +16.6% |
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