+99.6%
PSX vs NVT
+73.8%
+25.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.4% |
| 7D | +4.5% | +5.1% | -0.5% | +5.0% |
| 30D | +26.6% | -3.7% | +30.3% | +26.3% |
| 3M | +39.3% | -10.1% | +49.4% | +38.1% |
| 6M | +56.8% | +37.5% | +19.4% | +60.9% |
| YTD | +101.8% | +53.7% | +48.1% | +107.9% |
| 1Y | +99.6% | +70.9% | +28.7% | +111.0% |
| All | +99.6% | +73.8% | +25.8% | +111.0% |
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