+54.0%
XLF vs NVTS
-17.0%
+71.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.3% |
| 7D | -1.0% | +3.5% | -4.5% | -1.2% |
| 30D | -1.3% | -11.9% | +10.6% | -0.9% |
| 3M | +9.1% | -49.2% | +58.4% | +11.2% |
| 6M | +14.4% | +38.4% | -24.1% | +11.0% |
| YTD | +5.1% | +62.5% | -57.4% | +1.0% |
| 1Y | +8.6% | +101.4% | -92.8% | +2.7% |
| 3Y | +74.4% | +40.4% | +34.0% | +64.9% |
| All | +54.0% | -17.0% | +71.0% | +37.9% |
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 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