+43.4%
NVTS vs XLRE
+31.2%
+12.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.5% |
| 7D | -1.4% | -1.2% | -0.3% | -0.2% |
| 30D | -16.5% | -2.4% | -14.1% | -14.6% |
| 3M | -47.6% | -2.5% | -45.1% | -47.3% |
| 6M | +7.3% | +4.0% | +3.3% | -0.5% |
| YTD | +62.9% | +9.3% | +53.6% | +41.0% |
| 1Y | +91.3% | +5.6% | +85.7% | +73.1% |
| 3Y | +43.4% | +31.3% | +12.1% | -11.8% |
| All | +43.4% | +31.2% | +12.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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