-1.5%
XLC vs NVTS
+87.1%
-88.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.7% |
| 7D | -1.7% | +0.5% | -2.1% | -1.7% |
| 30D | +0.2% | -18.0% | +18.2% | +0.5% |
| 3M | +0.7% | -45.6% | +46.3% | +1.6% |
| 6M | -4.5% | +28.5% | -32.9% | -6.7% |
| YTD | -4.7% | +56.2% | -60.9% | -8.1% |
| 1Y | -1.5% | +97.7% | -99.2% | -6.4% |
| All | -1.5% | +87.1% | -88.6% | -6.4% |
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