+77.8%
XLI vs NVTS
-16.8%
+94.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.9% |
| 7D | -1.7% | -1.4% | -0.2% | -1.6% |
| 30D | -7.3% | -16.5% | +9.2% | -6.6% |
| 3M | -1.3% | -47.6% | +46.3% | +0.8% |
| 6M | +2.2% | +7.3% | -5.1% | +0.5% |
| YTD | +11.7% | +62.9% | -51.2% | +7.4% |
| 1Y | +14.3% | +91.3% | -77.0% | +8.3% |
| 3Y | +70.3% | +43.4% | +26.9% | +59.7% |
| All | +77.8% | -16.8% | +94.6% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling