+79.9%
XLI vs NVTS
-14.2%
+94.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +1.0% | +9.7% | -8.7% | +0.6% |
| 30D | -5.8% | -13.6% | +7.8% | -5.3% |
| 3M | +0.7% | -51.0% | +51.7% | +3.1% |
| 6M | +3.2% | +46.3% | -43.2% | +0.1% |
| YTD | +13.0% | +68.1% | -55.0% | +8.5% |
| 1Y | +16.8% | +113.9% | -97.1% | +10.2% |
| 3Y | +72.4% | +45.3% | +27.1% | +61.7% |
| All | +79.9% | -14.2% | +94.1% | +61.0% |
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