-45.0%
BA vs NVT
+477.1%
-522.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.5% |
| 7D | 0.0% | -13.0% | +13.0% | +5.7% |
| 30D | -8.9% | -32.7% | +23.8% | +8.6% |
| 3M | -25.5% | -30.6% | +5.1% | -13.9% |
| 6M | -27.0% | -33.6% | +6.7% | -15.5% |
| YTD | -20.1% | +11.0% | -31.2% | -33.7% |
| 1Y | -11.0% | +0.8% | -11.8% | -22.3% |
| 3Y | -11.8% | +125.7% | -137.5% | -60.6% |
| 5Y | -20.6% | +231.1% | -251.8% | -74.8% |
| All | -45.0% | +477.1% | -522.1% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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