+145.7%
XLK vs NVTS
-16.8%
+162.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +1.0% |
| 7D | +0.2% | -1.4% | +1.6% | +0.3% |
| 30D | -0.6% | -16.5% | +15.9% | +0.8% |
| 3M | +2.6% | -47.6% | +50.2% | +7.4% |
| 6M | +34.0% | +7.3% | +26.7% | +30.2% |
| YTD | +30.7% | +62.9% | -32.2% | +21.8% |
| 1Y | +39.2% | +91.3% | -52.1% | +26.1% |
| 3Y | +120.4% | +43.4% | +77.0% | +95.4% |
| All | +145.7% | -16.8% | +162.5% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling