-16.1%
BA vs NVTS
+53.9%
-70.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.4% | -1.5% |
| 7D | -0.6% | +21.6% | -22.2% | -1.3% |
| 30D | -8.0% | -8.5% | +0.5% | -7.9% |
| 3M | -25.8% | -31.4% | +5.6% | -25.0% |
| 6M | -27.6% | -50.3% | +22.8% | -26.6% |
| YTD | -21.0% | +33.9% | -54.9% | -23.2% |
| 1Y | -12.3% | +10.6% | -22.9% | -14.3% |
| All | -16.1% | +53.9% | -70.1% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling