+20.7%
XLK vs NVTS
-9.1%
+29.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.0% | -9.0% | -1.3% |
| 7D | -7.6% | -0.3% | -7.3% | -7.6% |
| 30D | -12.2% | -24.4% | +12.2% | -9.1% |
| 3M | -5.5% | -26.5% | +21.0% | -2.2% |
| 6M | +9.2% | -41.4% | +50.6% | +13.7% |
| YTD | +23.0% | +30.7% | -7.6% | +12.5% |
| 1Y | +20.7% | -10.8% | +31.5% | +15.4% |
| All | +20.7% | -9.1% | +29.8% | +15.4% |
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