-19.8%
BA vs NVTS
-38.4%
+18.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.5% | -9.0% | -0.1% |
| 7D | +1.1% | +1.5% | -0.5% | +0.8% |
| 30D | -7.9% | -23.8% | +15.9% | -6.7% |
| 3M | -25.3% | -30.6% | +5.2% | -24.0% |
| 6M | -24.6% | -48.4% | +23.8% | -23.2% |
| YTD | -20.1% | +20.6% | -40.7% | -24.2% |
| 1Y | -11.8% | -2.5% | -9.2% | -15.4% |
| 3Y | -10.1% | +44.0% | -54.1% | -22.4% |
| 5Y | -22.7% | -42.6% | +19.9% | -34.0% |
| All | -19.8% | -38.4% | +18.6% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling