+9.1%
XLV vs NVTS
+33.4%
-24.3%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.1% |
| 7D | -3.6% | -1.4% | -2.1% | -3.6% |
| 30D | -1.8% | -16.5% | +14.7% | -2.1% |
| 3M | +7.8% | -47.6% | +55.4% | +7.8% |
| 6M | +9.1% | +7.3% | +1.8% | +4.7% |
| All | +9.1% | +33.4% | -24.3% | +4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling