-1.8%
BA vs NVT
+189.8%
-191.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | +1.2% | +5.1% | -3.9% | -0.1% |
| 30D | -11.6% | -3.7% | -7.9% | -11.0% |
| 3M | -2.4% | -10.1% | +7.8% | -0.6% |
| 6M | -6.6% | +37.5% | -44.1% | -16.1% |
| YTD | -2.2% | +53.7% | -56.0% | -15.2% |
| 1Y | -8.0% | +70.9% | -78.9% | -23.3% |
| All | -1.8% | +189.8% | -191.6% | -38.4% |
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