+153.6%
XLE vs NVTS
-32.9%
+186.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | -6.7% | +9.6% | -16.3% | -6.9% |
| 30D | -4.4% | -13.0% | +8.6% | -4.3% |
| 3M | +4.0% | -28.8% | +32.8% | +4.4% |
| 6M | +13.2% | -48.5% | +61.6% | +13.8% |
| YTD | +41.9% | +31.4% | +10.5% | +39.0% |
| 1Y | +41.6% | -2.3% | +43.9% | +39.5% |
| 3Y | +64.0% | +49.8% | +14.1% | +56.3% |
| 5Y | +158.1% | -43.2% | +201.3% | +137.8% |
| All | +153.6% | -32.9% | +186.5% | +132.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling