+229.0%
PSX vs NVT
+731.8%
-502.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.3% | -1.7% |
| 7D | +1.7% | +4.1% | -2.4% | -0.2% |
| 30D | +15.6% | -5.1% | +20.8% | +17.7% |
| 3M | +46.5% | -1.2% | +47.6% | +43.8% |
| 6M | +55.0% | +46.6% | +8.4% | +22.4% |
| YTD | +105.3% | +60.0% | +45.3% | +53.0% |
| 1Y | +101.6% | +70.8% | +30.8% | +42.6% |
| 3Y | +134.1% | +187.5% | -53.4% | +12.2% |
| 5Y | +368.7% | +426.1% | -57.5% | +43.4% |
| All | +229.0% | +731.8% | -502.8% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling