-30.1%
NVTS vs XPO
+299.0%
-329.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.6% | -7.6% |
| 7D | +3.9% | +9.0% | -5.0% | -0.7% |
| 30D | -4.3% | +4.2% | -8.5% | -6.2% |
| 3M | -34.5% | -8.7% | -25.8% | -30.9% |
| 6M | -57.7% | -2.8% | -55.0% | -56.9% |
| YTD | +25.4% | +41.9% | -16.5% | +4.7% |
| 1Y | +13.1% | +42.3% | -29.2% | -6.0% |
| 3Y | +48.9% | +127.3% | -78.3% | -15.6% |
| 5Y | -51.8% | +306.4% | -358.2% | -85.7% |
| All | -30.1% | +299.0% | -329.1% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling