+43.4%
XLP vs NVTS
+62.2%
-18.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | +0.5% |
| 7D | -0.5% | +7.9% | -8.5% | -0.5% |
| 30D | +8.3% | +0.8% | +7.5% | +8.4% |
| 3M | +8.7% | -26.0% | +34.6% | +8.6% |
| 6M | +11.2% | -55.5% | +66.7% | +11.0% |
| YTD | +20.0% | +41.0% | -21.0% | +19.9% |
| 1Y | +21.3% | +10.4% | +10.9% | +21.2% |
| All | +43.4% | +62.2% | -18.8% | +43.5% |
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