+140.6%
XLY vs NVT
+731.8%
-591.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.8% | -0.7% |
| 7D | -1.7% | +4.1% | -5.8% | -3.1% |
| 30D | -4.2% | -5.1% | +0.9% | -2.9% |
| 3M | -2.7% | -1.2% | -1.5% | -3.8% |
| 6M | -0.6% | +46.6% | -47.2% | -16.0% |
| YTD | -5.0% | +60.0% | -65.0% | -22.8% |
| 1Y | -4.1% | +70.8% | -74.9% | -24.5% |
| 3Y | +33.6% | +187.5% | -153.9% | -18.9% |
| 5Y | +28.7% | +426.1% | -397.4% | -40.1% |
| All | +140.6% | +731.8% | -591.2% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling