+730.1%
NVT vs XHB
+167.9%
+562.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.3% |
| 7D | +7.0% | -1.9% | +8.9% | +8.5% |
| 30D | -2.3% | -8.3% | +6.0% | +4.3% |
| 3M | -3.1% | -7.1% | +4.1% | +1.8% |
| 6M | +47.0% | -5.3% | +52.3% | +51.6% |
| YTD | +56.2% | -3.2% | +59.4% | +57.2% |
| 1Y | +74.5% | -13.9% | +88.4% | +91.9% |
| 3Y | +184.0% | +24.9% | +159.1% | +125.5% |
| 5Y | +410.8% | +34.5% | +376.3% | +273.9% |
| All | +730.1% | +167.9% | +562.3% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling