+42.3%
XLC vs NVTS
-17.0%
+59.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.5% |
| 7D | -1.4% | +3.5% | -4.9% | -1.6% |
| 30D | -0.9% | -11.9% | +11.0% | -0.4% |
| 3M | -0.3% | -49.2% | +48.9% | +2.4% |
| 6M | -5.2% | +38.4% | -43.6% | -9.0% |
| YTD | -5.3% | +62.5% | -67.8% | -10.6% |
| 1Y | -2.8% | +101.4% | -104.2% | -10.4% |
| 3Y | +71.2% | +40.4% | +30.8% | +58.2% |
| All | +42.3% | -17.0% | +59.3% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling