+267.1%
PSX vs NVTS
-15.6%
+282.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.1% | 0.0% |
| 7D | +4.5% | +2.7% | +1.8% | +4.4% |
| 30D | +26.6% | -4.5% | +31.1% | +26.6% |
| 3M | +39.3% | -61.5% | +100.8% | +42.7% |
| 6M | +56.8% | +28.0% | +28.8% | +53.2% |
| YTD | +101.8% | +65.3% | +36.6% | +94.7% |
| 1Y | +99.6% | +113.0% | -13.4% | +89.5% |
| 3Y | +140.3% | +34.7% | +105.6% | +123.8% |
| All | +267.1% | -15.6% | +282.7% | +210.3% |
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 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