-10.1%
BA vs NVT
+118.7%
-128.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.4% | -1.1% |
| 7D | +1.1% | -15.7% | +16.8% | +4.2% |
| 30D | -7.9% | -36.6% | +28.7% | +0.9% |
| 3M | -25.3% | -34.8% | +9.5% | -19.1% |
| 6M | -24.6% | -38.2% | +13.7% | -17.9% |
| YTD | -20.1% | +4.8% | -25.0% | -25.5% |
| 1Y | -11.8% | -2.8% | -9.0% | -16.2% |
| 3Y | -10.1% | +119.5% | -129.7% | -38.5% |
| All | -10.1% | +118.7% | -128.8% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling