+272.0%
PSX vs NVTS
-20.2%
+292.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.8% |
| 7D | +1.5% | +0.5% | +1.1% | +1.5% |
| 30D | +15.8% | -18.0% | +33.8% | +16.4% |
| 3M | +43.0% | -45.6% | +88.6% | +45.1% |
| 6M | +61.1% | +28.5% | +32.6% | +57.3% |
| YTD | +104.5% | +56.2% | +48.4% | +97.6% |
| 1Y | +102.5% | +97.7% | +4.8% | +92.7% |
| 3Y | +133.5% | +35.0% | +98.5% | +117.0% |
| All | +272.0% | -20.2% | +292.3% | +215.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling