+28.3%
XLP vs NVTS
+38.8%
-10.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.1% | -0.8% |
| 7D | -1.0% | +2.7% | -3.7% | -1.0% |
| 30D | -0.9% | -4.5% | +3.6% | -0.9% |
| 3M | +3.8% | -61.5% | +65.3% | +3.6% |
| 6M | -1.7% | +28.0% | -29.7% | -1.9% |
| YTD | +10.3% | +65.3% | -55.0% | +10.1% |
| 1Y | +7.8% | +113.0% | -105.2% | +7.5% |
| All | +28.3% | +38.8% | -10.5% | +31.5% |
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