-36.9%
BABA vs NVT
+477.1%
-514.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.2% |
| 7D | +2.4% | -13.0% | +15.3% | +4.7% |
| 30D | -7.8% | -32.7% | +24.9% | -0.2% |
| 3M | -22.4% | -30.6% | +8.2% | -17.1% |
| 6M | -26.0% | -33.6% | +7.6% | -20.7% |
| YTD | -29.3% | +11.0% | -40.3% | -34.0% |
| 1Y | -37.5% | +0.8% | -38.3% | -40.4% |
| 3Y | +31.9% | +125.7% | -93.8% | -3.5% |
| 5Y | -33.4% | +231.1% | -264.6% | -57.5% |
| All | -36.9% | +477.1% | -514.1% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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