+513.3%
XRT vs NVS
+600.4%
-87.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.9% |
| 7D | +0.8% | +4.0% | -3.2% | -1.2% |
| 30D | -4.2% | +3.6% | -7.8% | -6.0% |
| 3M | +5.1% | +7.8% | -2.7% | +0.8% |
| 6M | +2.4% | -0.2% | +2.6% | +1.8% |
| YTD | +3.2% | +19.6% | -16.4% | -6.2% |
| 1Y | +1.5% | +28.4% | -26.9% | -11.1% |
| 3Y | +40.6% | +76.2% | -35.6% | +3.0% |
| 5Y | -1.0% | +111.1% | -112.1% | -35.0% |
| 10Y | +128.4% | +224.3% | -95.8% | +16.1% |
| All | +513.3% | +600.4% | -87.0% | +79.6% |
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