-10.6%
BA vs NVTS
-9.1%
-1.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.0% | -6.9% | +1.7% |
| 7D | +5.9% | -0.3% | +6.2% | +5.9% |
| 30D | -8.2% | -24.4% | +16.2% | -6.9% |
| 3M | -25.4% | -26.5% | +1.1% | -24.4% |
| 6M | -20.0% | -41.4% | +21.4% | -19.8% |
| YTD | -18.5% | +30.7% | -49.2% | -23.4% |
| 1Y | -10.6% | -10.8% | +0.2% | -14.8% |
| All | -10.6% | -9.1% | -1.6% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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