+43.8%
XLC vs NVTS
-15.6%
+59.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -1.5% |
| 7D | -0.8% | +2.7% | -3.5% | -1.0% |
| 30D | +1.0% | -4.5% | +5.5% | +1.1% |
| 3M | -0.7% | -61.5% | +60.8% | +3.3% |
| 6M | -5.1% | +28.0% | -33.1% | -8.6% |
| YTD | -4.3% | +65.3% | -69.5% | -9.7% |
| 1Y | -0.6% | +113.0% | -113.6% | -8.6% |
| 3Y | +72.7% | +34.7% | +38.0% | +60.9% |
| All | +43.8% | -15.6% | +59.4% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling