+54.5%
XLF vs NVTS
-16.8%
+71.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.5% |
| 7D | -1.5% | -1.4% | 0.0% | -1.4% |
| 30D | -1.2% | -16.5% | +15.4% | -0.6% |
| 3M | +9.2% | -47.6% | +56.8% | +11.1% |
| 6M | +16.3% | +7.3% | +9.0% | +14.1% |
| YTD | +5.4% | +62.9% | -57.5% | +1.3% |
| 1Y | +7.6% | +91.3% | -83.7% | +1.9% |
| 3Y | +74.2% | +43.4% | +30.8% | +64.3% |
| All | +54.5% | -16.8% | +71.3% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling