+34.0%
XEL vs NVTS
-20.2%
+54.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -1.0% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | -2.9% | -18.0% | +15.1% | -2.9% |
| 3M | -2.7% | -45.6% | +42.9% | -2.8% |
| 6M | -6.5% | +28.5% | -35.0% | -6.4% |
| YTD | +3.6% | +56.2% | -52.5% | +3.8% |
| 1Y | +7.5% | +97.7% | -90.2% | +7.9% |
| 3Y | +46.3% | +35.0% | +11.3% | +48.9% |
| All | +34.0% | -20.2% | +54.2% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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