+159.6%
XLE vs NVTS
-15.6%
+175.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.2% | -1.0% |
| 7D | +2.2% | +2.7% | -0.5% | +2.1% |
| 30D | +11.8% | -4.5% | +16.2% | +11.8% |
| 3M | +9.8% | -61.5% | +71.4% | +11.6% |
| 6M | +15.6% | +28.0% | -12.4% | +13.9% |
| YTD | +45.3% | +65.3% | -20.0% | +41.9% |
| 1Y | +48.3% | +113.0% | -64.7% | +43.3% |
| 3Y | +55.4% | +34.7% | +20.7% | +50.7% |
| All | +159.6% | -15.6% | +175.2% | +137.3% |
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