+536.2%
XRT vs NVS
+601.5%
-65.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.4% | -1.0% | +0.6% | 0.0% |
| 30D | +7.5% | +12.5% | -5.0% | +1.8% |
| 3M | +2.3% | +5.2% | -2.9% | -0.9% |
| 6M | +12.8% | +8.2% | +4.7% | +7.3% |
| YTD | +7.1% | +19.8% | -12.7% | -3.4% |
| 1Y | +12.3% | +24.8% | -12.6% | -0.8% |
| 3Y | +57.0% | +90.0% | -33.0% | +10.2% |
| 5Y | -4.3% | +134.3% | -138.6% | -40.8% |
| 10Y | +136.7% | +250.8% | -114.1% | +14.8% |
| All | +536.2% | +601.5% | -65.3% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling