-1.7%
XLC vs NVTS
+6.9%
-8.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.4% | +1.1% |
| 7D | +3.7% | +3.9% | -0.2% | +3.6% |
| 30D | -1.9% | -4.3% | +2.4% | -2.0% |
| 3M | -3.1% | -34.5% | +31.4% | -2.9% |
| 6M | -6.4% | -57.7% | +51.4% | -5.9% |
| YTD | -6.8% | +25.4% | -32.2% | -8.8% |
| 1Y | -1.7% | +13.1% | -14.8% | -3.4% |
| All | -1.7% | +6.9% | -8.6% | -3.4% |
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 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