+162.5%
XLE vs NVTS
-14.2%
+176.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.1% |
| 7D | 0.0% | +9.7% | -9.7% | -0.2% |
| 30D | +12.6% | -13.6% | +26.3% | +12.9% |
| 3M | +11.8% | -51.0% | +62.8% | +13.1% |
| 6M | +16.1% | +46.3% | -30.3% | +14.0% |
| YTD | +46.9% | +68.1% | -21.2% | +43.4% |
| 1Y | +53.3% | +113.9% | -60.6% | +48.1% |
| 3Y | +54.9% | +45.3% | +9.6% | +49.6% |
| All | +162.5% | -14.2% | +176.6% | +139.8% |
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 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