+132.7%
XRT vs NVT
+488.5%
-355.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +1.7% | +8.0% | -6.2% | -1.0% |
| 30D | +7.5% | -24.8% | +32.3% | +16.4% |
| 3M | +2.2% | -32.4% | +34.6% | +13.9% |
| 6M | +14.7% | -33.5% | +48.1% | +26.3% |
| YTD | +7.5% | +13.2% | -5.7% | -7.2% |
| 1Y | +14.1% | +9.0% | +5.2% | -0.3% |
| 3Y | +58.8% | +129.4% | -70.6% | -8.7% |
| 5Y | -3.9% | +230.1% | -234.0% | -55.1% |
| All | +132.7% | +488.5% | -355.8% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling