-20.6%
BA vs NVTS
-31.6%
+11.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.4% | -1.4% |
| 7D | -0.6% | +21.6% | -22.2% | -1.8% |
| 30D | -8.0% | -8.5% | +0.5% | -7.9% |
| 3M | -25.8% | -31.4% | +5.6% | -24.5% |
| 6M | -27.6% | -50.3% | +22.8% | -25.8% |
| YTD | -21.0% | +33.9% | -54.9% | -25.6% |
| 1Y | -12.3% | +10.6% | -22.9% | -16.5% |
| 3Y | -12.8% | +52.7% | -65.5% | -24.6% |
| 5Y | -22.4% | -48.5% | +26.1% | -31.0% |
| All | -20.6% | -31.6% | +11.0% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling