+59.1%
NVTS vs XRT
+58.0%
+1.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.8% | -3.2% | -2.1% |
| 7D | +21.6% | -0.4% | +22.1% | +22.6% |
| 30D | -8.5% | +7.5% | -16.0% | -19.3% |
| 3M | -31.4% | +2.3% | -33.7% | -34.8% |
| 6M | -50.3% | +12.8% | -63.2% | -61.1% |
| YTD | +33.9% | +7.1% | +26.8% | +15.1% |
| 1Y | +10.6% | +12.3% | -1.6% | -13.6% |
| All | +59.1% | +58.0% | +1.1% | -11.7% |
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 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