-12.9%
NVTS vs XLRE
+8.6%
-21.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -2.9% |
| 7D | +0.5% | -2.7% | +3.2% | +3.6% |
| 30D | -18.0% | -2.3% | -15.7% | -15.9% |
| 3M | -45.6% | -3.5% | -42.1% | -44.6% |
| 6M | +28.5% | +1.9% | +26.6% | +21.8% |
| YTD | +56.2% | +8.3% | +47.8% | +36.5% |
| 1Y | +97.7% | +6.4% | +91.3% | +77.4% |
| 3Y | +35.0% | +30.2% | +4.8% | -6.7% |
| All | -12.9% | +8.6% | -21.5% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling