-10.8%
NVTS vs XPO
+38.8%
-49.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.6% | +10.6% | +10.0% |
| 7D | -0.3% | +3.5% | -3.8% | -3.1% |
| 30D | -24.4% | +2.8% | -27.2% | -26.1% |
| 3M | -26.5% | -7.5% | -19.0% | -22.5% |
| 6M | -41.4% | -5.9% | -35.4% | -39.0% |
| YTD | +30.7% | +38.4% | -7.7% | +13.5% |
| 1Y | -10.8% | +33.7% | -44.5% | -21.6% |
| All | -10.8% | +38.8% | -49.6% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling