+43.0%
NVTS vs XHB
+24.0%
+19.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -1.7% |
| 7D | +3.5% | -1.9% | +5.4% | +5.6% |
| 30D | -11.9% | -8.3% | -3.6% | -3.3% |
| 3M | -49.2% | -7.1% | -42.1% | -45.7% |
| 6M | +38.4% | -5.3% | +43.7% | +45.5% |
| YTD | +62.5% | -3.2% | +65.7% | +62.2% |
| 1Y | +101.4% | -13.9% | +115.2% | +130.1% |
| All | +43.0% | +24.0% | +19.0% | -1.8% |
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