-3.3%
XRT vs NVT
+420.2%
-423.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -0.8% |
| 7D | -2.4% | +7.0% | -9.4% | -4.6% |
| 30D | -6.9% | -2.3% | -4.6% | -6.7% |
| 3M | -0.4% | -3.1% | +2.7% | -1.1% |
| 6M | +2.2% | +47.0% | -44.8% | -14.4% |
| YTD | -0.7% | +56.2% | -56.9% | -19.4% |
| 1Y | -2.0% | +74.5% | -76.5% | -24.8% |
| 3Y | +41.0% | +184.0% | -143.0% | -21.5% |
| 5Y | -3.3% | +410.8% | -414.1% | -64.8% |
| All | -3.3% | +420.2% | -423.5% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling