+30.8%
XLV vs NVT
+190.9%
-160.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.3% |
| 7D | -3.6% | +4.1% | -7.6% | -3.7% |
| 30D | -1.8% | -5.1% | +3.3% | -1.7% |
| 3M | +7.8% | -1.2% | +9.0% | +7.6% |
| 6M | +9.1% | +46.6% | -37.5% | +5.3% |
| YTD | +7.7% | +60.0% | -52.3% | +3.1% |
| 1Y | +20.4% | +70.8% | -50.4% | +14.3% |
| 3Y | +30.8% | +187.5% | -156.8% | +12.3% |
| All | +30.8% | +190.9% | -160.1% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling