+31.5%
XLB vs NVTS
-16.8%
+48.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.2% |
| 7D | -2.8% | -1.4% | -1.4% | -2.8% |
| 30D | -3.1% | -16.5% | +13.4% | -2.4% |
| 3M | -0.2% | -47.6% | +47.5% | +2.2% |
| 6M | +3.1% | +7.3% | -4.2% | +1.0% |
| YTD | +13.3% | +62.9% | -49.6% | +8.3% |
| 1Y | +12.0% | +91.3% | -79.2% | +5.3% |
| 3Y | +31.4% | +43.4% | -12.0% | +22.1% |
| All | +31.5% | -16.8% | +48.3% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling