-6.3%
NVTS vs XRT
-0.7%
-5.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +5.0% |
| 7D | +9.7% | -0.3% | +9.9% | +10.0% |
| 30D | -13.6% | -5.6% | -8.0% | -6.4% |
| 3M | -51.0% | +2.5% | -53.5% | -54.3% |
| 6M | +46.3% | +3.7% | +42.7% | +35.1% |
| YTD | +68.1% | +1.0% | +67.1% | +62.3% |
| 1Y | +113.9% | -1.2% | +115.1% | +113.6% |
| 3Y | +45.3% | +43.4% | +1.9% | -10.4% |
| All | -6.3% | -0.7% | -5.6% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling