+29.1%
XLV vs NVT
-10.3%
+39.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -12.8% | +10.3% | -3.3% |
| 7D | +0.5% | -28.8% | +29.3% | -1.7% |
| 30D | +10.7% | -43.3% | +54.0% | +6.8% |
| 3M | +13.1% | -39.2% | +52.3% | +9.7% |
| 6M | +28.3% | -41.8% | +70.1% | +24.6% |
| YTD | +20.9% | -2.9% | +23.8% | +14.0% |
| 1Y | +29.1% | -12.0% | +41.1% | +21.8% |
| All | +29.1% | -10.3% | +39.4% | +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