+21.2%
XYL vs NVDX
+815.5%
-794.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | +0.8% | -0.9% | +1.7% | +0.9% |
| 30D | -10.8% | +3.0% | -13.8% | -11.2% |
| 3M | -2.5% | +6.8% | -9.3% | -3.5% |
| 6M | -12.2% | +28.6% | -40.8% | -14.7% |
| YTD | -20.1% | +17.0% | -37.1% | -22.1% |
| 1Y | -20.6% | +27.0% | -47.7% | -23.5% |
| All | +21.2% | +815.5% | -794.3% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling