-12.9%
NVTS vs XHB
+32.9%
-45.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.5% | -1.1% |
| 7D | +0.5% | -5.2% | +5.7% | +7.0% |
| 30D | -18.0% | -12.1% | -5.9% | -4.7% |
| 3M | -45.6% | -6.2% | -39.4% | -42.4% |
| 6M | +28.5% | -6.7% | +35.2% | +38.3% |
| YTD | +56.2% | -5.5% | +61.6% | +61.4% |
| 1Y | +97.7% | -15.6% | +113.3% | +134.0% |
| 3Y | +35.0% | +22.0% | +13.0% | +0.2% |
| All | -12.9% | +32.9% | -45.7% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling