+278.3%
PSX vs NVTS
-31.6%
+310.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.7% | +1.8% |
| 7D | +6.4% | +21.6% | -15.2% | +5.8% |
| 30D | -10.2% | -8.5% | -1.7% | -10.1% |
| 3M | +17.2% | -31.4% | +48.5% | +18.1% |
| 6M | +51.8% | -50.3% | +102.1% | +53.4% |
| YTD | +108.0% | +33.9% | +74.1% | +101.4% |
| 1Y | +96.1% | +10.6% | +85.5% | +90.9% |
| 3Y | +155.9% | +52.7% | +103.1% | +134.7% |
| 5Y | +306.9% | -48.5% | +355.4% | +279.2% |
| All | +278.3% | -31.6% | +310.0% | +221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling