+151.2%
XLE vs NVTS
-38.4%
+189.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.5% | -9.6% | -0.2% |
| 7D | -12.0% | +1.5% | -13.5% | -12.1% |
| 30D | -2.7% | -23.8% | +21.1% | -2.4% |
| 3M | +6.6% | -30.6% | +37.1% | +7.1% |
| 6M | +9.5% | -48.4% | +57.9% | +10.1% |
| YTD | +40.6% | +20.6% | +20.0% | +37.9% |
| 1Y | +43.6% | -2.5% | +46.1% | +41.3% |
| 3Y | +58.1% | +44.0% | +14.1% | +50.4% |
| 5Y | +152.2% | -42.6% | +194.8% | +132.3% |
| All | +151.2% | -38.4% | +189.6% | +130.6% |
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 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