-45.6%
BA vs NVT
+488.5%
-534.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -1.1% | +8.0% | -9.1% | -5.2% |
| 30D | -7.1% | -24.8% | +17.7% | +4.3% |
| 3M | -25.5% | -32.4% | +6.9% | -12.5% |
| 6M | -28.7% | -33.5% | +4.8% | -17.5% |
| YTD | -21.0% | +13.2% | -34.2% | -35.0% |
| 1Y | -11.9% | +9.0% | -20.8% | -26.4% |
| 3Y | -16.2% | +129.4% | -145.5% | -62.8% |
| 5Y | -22.4% | +230.1% | -252.5% | -75.2% |
| All | -45.6% | +488.5% | -534.0% | -89.5% |
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