+187.5%
NVT vs XHB
+23.1%
+164.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +3.5% |
| 7D | +4.1% | -4.6% | +8.7% | +7.4% |
| 30D | -5.1% | -9.1% | +4.0% | +1.2% |
| 3M | -1.2% | -8.6% | +7.4% | +4.3% |
| 6M | +46.6% | -4.0% | +50.6% | +49.2% |
| YTD | +60.0% | -3.9% | +63.9% | +61.3% |
| 1Y | +70.8% | -16.5% | +87.3% | +90.8% |
| 3Y | +187.5% | +22.6% | +165.0% | +129.3% |
| All | +187.5% | +23.1% | +164.5% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling