-11.8%
BA vs NVTS
-12.4%
+0.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.5% | -9.0% | +0.1% |
| 7D | +1.1% | +1.5% | -0.5% | +0.9% |
| 30D | -7.9% | -23.8% | +15.9% | -6.8% |
| 3M | -25.3% | -30.6% | +5.2% | -24.2% |
| 6M | -24.6% | -48.4% | +23.8% | -23.9% |
| YTD | -20.1% | +20.6% | -40.7% | -24.7% |
| 1Y | -11.8% | -2.5% | -9.2% | -16.2% |
| All | -11.8% | -12.4% | +0.7% | -16.2% |
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