+140.3%
XLY vs NVT
+651.1%
-510.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.7% | +9.6% | +3.2% |
| 7D | -1.8% | -6.0% | +4.2% | 0.0% |
| 30D | -4.5% | -14.4% | +9.9% | 0.0% |
| 3M | -3.0% | -11.5% | +8.4% | -0.7% |
| 6M | +2.2% | +33.8% | -31.6% | -11.1% |
| YTD | -5.1% | +44.5% | -49.6% | -20.3% |
| 1Y | -4.7% | +55.8% | -60.4% | -22.7% |
| 3Y | +32.3% | +166.5% | -134.1% | -17.9% |
| 5Y | +28.7% | +381.3% | -352.6% | -38.4% |
| All | +140.3% | +651.1% | -510.8% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling