-10.8%
NVTS vs XRT
+18.0%
-28.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.5% | +3.5% | +5.3% |
| 7D | -0.3% | +8.0% | -8.4% | -5.6% |
| 30D | -24.4% | +13.0% | -37.4% | -31.2% |
| 3M | -26.5% | +1.7% | -28.2% | -27.1% |
| 6M | -41.4% | +12.6% | -54.0% | -49.1% |
| YTD | +30.7% | +10.7% | +20.0% | +14.2% |
| 1Y | -10.8% | +18.4% | -29.2% | -23.7% |
| All | -10.8% | +18.0% | -28.8% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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