+46.7%
XLP vs NVTS
-32.9%
+79.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.2% |
| 7D | +2.3% | +9.6% | -7.2% | +2.3% |
| 30D | +9.1% | -13.0% | +22.1% | +9.1% |
| 3M | +7.9% | -28.8% | +36.6% | +7.9% |
| 6M | +9.6% | -48.5% | +58.1% | +9.6% |
| YTD | +19.4% | +31.4% | -11.9% | +18.6% |
| 1Y | +22.4% | -2.3% | +24.7% | +21.7% |
| 3Y | +43.2% | +49.8% | -6.7% | +41.4% |
| 5Y | +42.6% | -43.2% | +85.8% | +38.1% |
| All | +46.7% | -32.9% | +79.6% | +40.9% |
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 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