+68.5%
XLI vs NVTS
+32.4%
+36.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.6% |
| 7D | -2.3% | +0.5% | -2.7% | -2.3% |
| 30D | -8.2% | -18.0% | +9.9% | -7.7% |
| 3M | +0.8% | -45.6% | +46.4% | +2.2% |
| 6M | +0.8% | +28.5% | -27.6% | -0.7% |
| YTD | +10.5% | +56.2% | -45.6% | +8.0% |
| 1Y | +14.1% | +97.7% | -83.6% | +10.4% |
| All | +68.5% | +32.4% | +36.1% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling