+138.8%
BAC vs NVD
-99.2%
+237.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | +0.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.7% |
| 30D | -1.4% | -9.3% | +7.9% | -1.7% |
| 3M | +15.7% | -22.1% | +37.8% | +14.8% |
| 6M | +32.2% | -45.8% | +78.0% | +28.9% |
| YTD | +15.8% | -46.7% | +62.5% | +13.1% |
| 1Y | +27.3% | -59.5% | +86.7% | +23.0% |
| 3Y | +137.5% | -99.2% | +236.6% | +109.2% |
| All | +138.8% | -99.2% | +237.9% | +110.3% |
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