-1.6%
XLY vs NVDL
-34.9%
+33.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -18.6% | +14.8% | -2.3% |
| 7D | +1.2% | -28.8% | +30.0% | +3.9% |
| 30D | +5.3% | -44.0% | +49.3% | +10.1% |
| 3M | -0.6% | -35.6% | +35.0% | +2.4% |
| 6M | +0.1% | -25.3% | +25.4% | +0.6% |
| YTD | -0.9% | -23.3% | +22.4% | -2.3% |
| 1Y | -1.6% | -32.5% | +30.9% | -1.9% |
| All | -1.6% | -34.9% | +33.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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