-34.5%
BA vs NVT
+712.1%
-746.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.4% | -0.7% |
| 7D | -1.2% | +7.0% | -8.2% | -4.9% |
| 30D | -11.3% | -2.3% | -9.0% | -10.8% |
| 3M | -3.8% | -3.1% | -0.7% | -4.6% |
| 6M | -8.3% | +47.0% | -55.3% | -30.3% |
| YTD | -4.9% | +56.2% | -61.1% | -31.2% |
| 1Y | -10.1% | +74.5% | -84.6% | -40.5% |
| 3Y | -2.3% | +184.0% | -186.3% | -58.9% |
| 5Y | -3.5% | +410.8% | -414.3% | -75.4% |
| All | -34.5% | +712.1% | -746.6% | -88.8% |
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