+22.4%
XLP vs NVTS
+11.7%
+10.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.1% |
| 7D | +2.3% | +9.6% | -7.2% | +2.8% |
| 30D | +9.1% | -13.0% | +22.1% | +8.9% |
| 3M | +7.9% | -28.8% | +36.6% | +7.1% |
| 6M | +9.6% | -48.5% | +58.1% | +8.4% |
| YTD | +19.4% | +31.4% | -11.9% | +20.2% |
| 1Y | +22.4% | -2.3% | +24.7% | +21.8% |
| All | +22.4% | +11.7% | +10.7% | +21.8% |
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