+119.9%
XRT vs NVS
+180.2%
-60.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.6% | -15.7% | +12.1% | +2.4% |
| 30D | -6.7% | -11.1% | +4.4% | -3.1% |
| 3M | -1.4% | -7.2% | +5.8% | +0.4% |
| 6M | +1.7% | -12.3% | +14.0% | +5.9% |
| YTD | -1.5% | +2.8% | -4.2% | -4.0% |
| 1Y | -2.5% | +11.9% | -14.4% | -8.4% |
| 3Y | +39.9% | +55.1% | -15.2% | +12.4% |
| 5Y | -2.6% | +94.1% | -96.7% | -30.8% |
| All | +119.9% | +180.2% | -60.3% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling