-10.1%
BA vs NVTS
+36.9%
-47.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.5% | -9.0% | +0.2% |
| 7D | +1.1% | +1.5% | -0.5% | +1.0% |
| 30D | -7.9% | -23.8% | +15.9% | -7.2% |
| 3M | -25.3% | -30.6% | +5.2% | -24.6% |
| 6M | -24.6% | -48.4% | +23.8% | -23.8% |
| YTD | -20.1% | +20.6% | -40.7% | -22.1% |
| 1Y | -11.8% | -2.5% | -9.2% | -13.5% |
| 3Y | -10.1% | +44.0% | -54.1% | -11.2% |
| All | -10.1% | +36.9% | -47.0% | -11.2% |
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 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