-2.5%
XRT vs NVT
+66.6%
-69.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -3.6% | +2.0% | -5.6% | -3.7% |
| 30D | -6.7% | -7.2% | +0.5% | -6.3% |
| 3M | -1.4% | -0.9% | -0.5% | -1.9% |
| 6M | +1.7% | +42.6% | -40.9% | -5.4% |
| YTD | -1.5% | +52.9% | -54.4% | -9.6% |
| 1Y | -2.5% | +64.5% | -66.9% | -13.4% |
| All | -2.5% | +66.6% | -69.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling