-26.4%
BA vs NVTS
-54.3%
+27.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.4% |
| 7D | -1.1% | +3.9% | -5.0% | -1.4% |
| 30D | -7.1% | -4.3% | -2.8% | -7.2% |
| 3M | -25.5% | -34.5% | +8.9% | -24.0% |
| 6M | -28.7% | -57.7% | +29.0% | -26.3% |
| YTD | -21.0% | +25.4% | -46.4% | -25.3% |
| 1Y | -11.9% | +13.1% | -25.0% | -16.2% |
| 3Y | -16.2% | +48.9% | -65.1% | -27.5% |
| All | -26.4% | -54.3% | +27.8% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling