-45.3%
BA vs NVT
+487.2%
-532.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -4.5% |
| 7D | -1.7% | -7.5% | +5.8% | +0.4% |
| 30D | -9.5% | -31.5% | +22.1% | +7.0% |
| 3M | -26.5% | -30.4% | +3.9% | -15.1% |
| 6M | -27.4% | -32.5% | +5.1% | -16.7% |
| YTD | -20.6% | +12.9% | -33.5% | -34.6% |
| 1Y | -11.4% | +3.7% | -15.1% | -23.9% |
| 3Y | -10.8% | +135.8% | -146.6% | -61.3% |
| 5Y | -21.9% | +232.7% | -254.6% | -75.2% |
| All | -45.3% | +487.2% | -532.5% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling