+164.8%
XLE vs NVTS
-36.0%
+200.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +1.1% |
| 7D | +5.4% | +3.9% | +1.5% | +5.3% |
| 30D | -3.9% | -4.3% | +0.4% | -4.0% |
| 3M | +7.0% | -34.5% | +41.5% | +7.6% |
| 6M | +14.2% | -57.7% | +71.9% | +15.4% |
| YTD | +48.2% | +25.4% | +22.8% | +45.2% |
| 1Y | +47.7% | +13.1% | +34.5% | +45.0% |
| 3Y | +70.0% | +48.9% | +21.1% | +61.7% |
| 5Y | +169.1% | -51.8% | +220.9% | +148.8% |
| All | +164.8% | -36.0% | +200.8% | +142.9% |
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