+41.0%
XRT vs NVT
+184.0%
-143.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -1.1% |
| 7D | -2.4% | +7.0% | -9.4% | -3.8% |
| 30D | -6.9% | -2.3% | -4.6% | -6.7% |
| 3M | -0.4% | -3.1% | +2.7% | -0.8% |
| 6M | +2.2% | +47.0% | -44.8% | -9.7% |
| YTD | -0.7% | +56.2% | -56.9% | -14.1% |
| 1Y | -2.0% | +74.5% | -76.5% | -18.6% |
| All | +41.0% | +184.0% | -143.0% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling