+92.4%
BAC vs NVD
-98.6%
+191.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.0% | -9.3% | +0.1% |
| 7D | +1.5% | +17.0% | -15.5% | +2.4% |
| 30D | -6.4% | +77.3% | -83.7% | -3.4% |
| 3M | -21.7% | +61.6% | -83.3% | -19.4% |
| 6M | +0.5% | +40.7% | -40.2% | +3.2% |
| YTD | -6.7% | -10.5% | +3.8% | -6.1% |
| 1Y | -4.7% | -6.1% | +1.5% | -3.7% |
| 3Y | +96.1% | -98.4% | +194.5% | +78.4% |
| All | +92.4% | -98.6% | +191.0% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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