-4.1%
XLC vs NVTS
+3.1%
-7.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.1% | -0.9% |
| 7D | +3.1% | +21.6% | -18.5% | +2.8% |
| 30D | -4.2% | -8.5% | +4.3% | -4.3% |
| 3M | -2.1% | -31.4% | +29.2% | -2.0% |
| 6M | -6.6% | -50.3% | +43.7% | -6.3% |
| YTD | -7.8% | +33.9% | -41.7% | -10.4% |
| 1Y | -4.1% | +10.6% | -14.7% | -5.8% |
| All | -4.1% | +3.1% | -7.2% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling