+43.0%
NVTS vs XRT
+40.3%
+2.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -0.6% |
| 7D | +3.5% | -2.4% | +5.9% | +7.7% |
| 30D | -11.9% | -6.9% | -5.0% | -1.6% |
| 3M | -49.2% | -0.4% | -48.8% | -50.7% |
| 6M | +38.4% | +2.2% | +36.2% | +28.5% |
| YTD | +62.5% | -0.7% | +63.1% | +59.2% |
| 1Y | +101.4% | -2.0% | +103.4% | +101.9% |
| All | +43.0% | +40.3% | +2.7% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling