+281.2%
PSX vs NVTS
-36.0%
+317.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.1% | +0.9% |
| 7D | +7.8% | +3.9% | +3.9% | +7.7% |
| 30D | -10.9% | -4.3% | -6.6% | -10.9% |
| 3M | +14.5% | -34.5% | +49.0% | +15.5% |
| 6M | +56.1% | -57.7% | +113.8% | +58.6% |
| YTD | +109.6% | +25.4% | +84.2% | +103.3% |
| 1Y | +95.5% | +13.1% | +82.4% | +90.2% |
| 3Y | +156.2% | +48.9% | +107.3% | +134.9% |
| 5Y | +310.0% | -51.8% | +361.8% | +282.7% |
| All | +281.2% | -36.0% | +317.2% | +224.1% |
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