+35.4%
XLB vs NVTS
-36.0%
+71.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | +0.1% |
| 7D | +0.5% | +3.9% | -3.4% | +0.3% |
| 30D | +5.2% | -4.3% | +9.5% | +5.1% |
| 3M | +0.3% | -34.5% | +34.8% | +1.8% |
| 6M | +1.2% | -57.7% | +58.9% | +3.8% |
| YTD | +16.6% | +25.4% | -8.7% | +12.4% |
| 1Y | +21.4% | +13.1% | +8.3% | +17.5% |
| 3Y | +43.2% | +48.9% | -5.7% | +30.3% |
| 5Y | +28.0% | -51.8% | +79.8% | +15.3% |
| All | +35.4% | -36.0% | +71.4% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling