+26.9%
XLV vs NVT
+73.8%
-46.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -0.9% |
| 7D | +0.2% | +5.1% | -4.9% | +0.4% |
| 30D | +4.4% | -3.7% | +8.1% | +4.3% |
| 3M | +13.2% | -10.1% | +23.4% | +13.3% |
| 6M | +10.1% | +37.5% | -27.4% | +7.7% |
| YTD | +11.7% | +53.7% | -42.0% | +8.9% |
| 1Y | +26.9% | +70.9% | -43.9% | +21.8% |
| All | +26.9% | +73.8% | -46.9% | +21.8% |
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