+102.5%
PSX vs NVTS
+87.1%
+15.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.0% |
| 3M | +43.0% | -45.6% | +88.6% | +44.0% |
| 6M | +61.1% | +28.5% | +32.6% | +57.3% |
| YTD | +104.5% | +56.2% | +48.4% | +98.1% |
| 1Y | +102.5% | +97.7% | +4.8% | +101.3% |
| All | +102.5% | +87.1% | +15.4% | +101.3% |
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