-45.0%
BA vs NVT
+445.0%
-490.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.4% | -3.6% |
| 7D | +1.1% | -15.7% | +16.8% | +8.6% |
| 30D | -7.9% | -36.6% | +28.7% | +13.4% |
| 3M | -25.3% | -34.8% | +9.5% | -10.6% |
| 6M | -24.6% | -38.2% | +13.7% | -9.2% |
| YTD | -20.1% | +4.8% | -25.0% | -31.5% |
| 1Y | -11.8% | -2.8% | -9.0% | -21.5% |
| 3Y | -10.1% | +119.5% | -129.7% | -59.4% |
| 5Y | -22.7% | +204.7% | -227.5% | -74.2% |
| All | -45.0% | +445.0% | -490.0% | -88.9% |
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