+45.2%
XLP vs NVTS
-38.4%
+83.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.5% | -10.8% | -1.3% |
| 7D | +0.7% | +1.5% | -0.8% | +0.7% |
| 30D | +10.3% | -23.8% | +34.1% | +10.3% |
| 3M | +6.5% | -30.6% | +37.1% | +6.5% |
| 6M | +8.4% | -48.4% | +56.8% | +8.3% |
| YTD | +18.2% | +20.6% | -2.4% | +17.4% |
| 1Y | +22.4% | -2.5% | +25.0% | +21.7% |
| 3Y | +41.9% | +44.0% | -2.1% | +39.9% |
| 5Y | +40.9% | -42.6% | +83.5% | +36.0% |
| All | +45.2% | -38.4% | +83.6% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling