-31.5%
XYL vs NVDX
-27.2%
-4.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.2% | +11.1% | +5.1% |
| 7D | +14.5% | -14.1% | +28.6% | +15.0% |
| 30D | -1.3% | -31.3% | +30.0% | -0.1% |
| 3M | -17.0% | -16.2% | -0.8% | -16.8% |
| 6M | -11.3% | -11.9% | +0.5% | -12.1% |
| YTD | -25.0% | -9.4% | -15.6% | -27.2% |
| 1Y | -31.5% | -23.9% | -7.7% | -33.8% |
| All | -31.5% | -27.2% | -4.4% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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