+135.3%
PSX vs NVTS
+37.8%
+97.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +4.0% | +0.7% |
| 7D | +1.8% | +3.5% | -1.6% | +1.8% |
| 30D | +21.6% | -11.9% | +33.6% | +21.9% |
| 3M | +46.5% | -49.2% | +95.7% | +48.3% |
| 6M | +62.0% | +38.4% | +23.6% | +58.7% |
| YTD | +106.3% | +62.5% | +43.9% | +100.7% |
| 1Y | +103.0% | +101.4% | +1.6% | +95.3% |
| All | +135.3% | +37.8% | +97.6% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling