-20.3%
BA vs NVTS
-31.5%
+11.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.3% | -11.9% | -1.3% |
| 7D | -1.7% | +20.8% | -22.5% | -3.0% |
| 30D | -9.5% | -11.1% | +1.7% | -9.2% |
| 3M | -26.5% | -31.0% | +4.6% | -25.2% |
| 6M | -27.4% | -47.4% | +20.0% | -26.1% |
| YTD | -20.6% | +34.2% | -54.8% | -25.2% |
| 1Y | -11.4% | +22.2% | -33.6% | -16.3% |
| 3Y | -10.8% | +68.4% | -79.2% | -24.2% |
| 5Y | -21.9% | -39.0% | +17.1% | -33.1% |
| All | -20.3% | -31.5% | +11.2% | -34.6% |
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