-11.0%
BA vs NVT
-0.2%
-10.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | 0.0% | -13.0% | +13.0% | +1.3% |
| 30D | -8.9% | -32.7% | +23.8% | -4.1% |
| 3M | -25.5% | -30.6% | +5.1% | -22.2% |
| 6M | -27.0% | -33.6% | +6.7% | -23.8% |
| YTD | -20.1% | +11.0% | -31.2% | -25.1% |
| 1Y | -11.0% | +0.8% | -11.8% | -16.0% |
| All | -11.0% | -0.2% | -10.8% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling