-9.1%
NVTS vs XHB
+35.0%
-44.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +2.4% |
| 7D | -1.4% | -4.6% | +3.2% | +4.2% |
| 30D | -16.5% | -9.1% | -7.4% | -6.6% |
| 3M | -47.6% | -8.6% | -39.1% | -42.9% |
| 6M | +7.3% | -4.0% | +11.3% | +12.1% |
| YTD | +62.9% | -3.9% | +66.8% | +65.3% |
| 1Y | +91.3% | -16.5% | +107.8% | +129.3% |
| 3Y | +43.4% | +22.6% | +20.8% | +6.1% |
| All | -9.1% | +35.0% | -44.1% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling