-7.8%
NVTS vs XHB
+41.5%
-49.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +5.2% |
| 7D | +2.7% | -1.3% | +4.0% | +4.4% |
| 30D | -4.5% | -6.9% | +2.4% | +4.0% |
| 3M | -61.5% | -1.3% | -60.3% | -61.6% |
| 6M | +28.0% | -6.8% | +34.8% | +38.4% |
| YTD | +65.3% | +0.7% | +64.5% | +58.6% |
| 1Y | +113.0% | -11.2% | +124.2% | +137.2% |
| 3Y | +34.7% | +25.3% | +9.4% | -2.8% |
| All | -7.8% | +41.5% | -49.4% | -37.7% |
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