+12.3%
XLI vs NVTS
-9.1%
+21.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.0% | -10.1% | -1.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.5% |
| 30D | -0.4% | -24.4% | +24.0% | +1.0% |
| 3M | -8.8% | -26.5% | +17.6% | -7.6% |
| 6M | -0.4% | -41.4% | +41.0% | +0.9% |
| YTD | +10.1% | +30.7% | -20.6% | +4.7% |
| 1Y | +12.3% | -10.8% | +23.1% | +8.4% |
| All | +12.3% | -9.1% | +21.4% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling