-1.8%
BA vs NVTS
-15.6%
+13.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.4% |
| 7D | +1.2% | +2.7% | -1.5% | +1.0% |
| 30D | -11.6% | -4.5% | -7.2% | -11.5% |
| 3M | -2.4% | -61.5% | +59.1% | +2.7% |
| 6M | -6.6% | +28.0% | -34.6% | -10.6% |
| YTD | -2.2% | +65.3% | -67.5% | -8.7% |
| 1Y | -8.0% | +113.0% | -121.0% | -16.8% |
| 3Y | -5.0% | +34.7% | -39.7% | -14.0% |
| All | -1.8% | -15.6% | +13.8% | -20.2% |
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 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