+96.9%
PSX vs NVTS
-9.1%
+106.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +9.0% | -13.5% | -4.5% |
| 7D | -5.2% | -0.3% | -4.8% | -5.1% |
| 30D | -3.7% | -24.4% | +20.7% | -3.4% |
| 3M | +26.8% | -26.5% | +53.2% | +27.1% |
| 6M | +47.3% | -41.4% | +88.7% | +46.6% |
| YTD | +105.4% | +30.7% | +74.7% | +96.5% |
| 1Y | +96.9% | -10.8% | +107.7% | +89.5% |
| All | +96.9% | -9.1% | +106.0% | +89.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling