+44.5%
XLC vs NVTS
-16.8%
+61.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.8% |
| 7D | +0.5% | -1.4% | +1.9% | +0.6% |
| 30D | +2.1% | -16.5% | +18.6% | +2.9% |
| 3M | +0.7% | -47.6% | +48.3% | +3.3% |
| 6M | -3.2% | +7.3% | -10.5% | -5.7% |
| YTD | -3.8% | +62.9% | -66.7% | -9.2% |
| 1Y | -2.0% | +91.3% | -93.3% | -9.4% |
| 3Y | +71.4% | +43.4% | +28.0% | +57.9% |
| All | +44.5% | -16.8% | +61.3% | +21.5% |
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