-6.5%
ASX vs NVTS
-49.2%
+42.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +9.5% | -3.1% | +2.4% |
| 7D | -19.9% | +1.5% | -21.5% | -20.0% |
| 30D | -30.9% | -23.8% | -7.1% | -23.0% |
| 3M | -15.1% | -30.6% | +15.5% | -2.8% |
| 6M | -6.5% | -48.4% | +41.9% | +15.9% |
| All | -6.5% | -49.2% | +42.8% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 6mo: compounded portfolio wealth divided by compounded NVTS 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…
6mo analysis · Full analysis span regression · 6 months rolling