+138.8%
BAC vs NVD
-99.2%
+238.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +1.1% | -11.1% | +12.2% | +0.5% |
| 30D | -0.4% | -13.3% | +12.9% | -0.9% |
| 3M | +16.9% | -19.8% | +36.7% | +16.2% |
| 6M | +26.6% | -48.8% | +75.4% | +23.1% |
| YTD | +15.8% | -49.7% | +65.4% | +12.8% |
| 1Y | +27.2% | -61.4% | +88.5% | +22.6% |
| 3Y | +132.4% | -99.1% | +231.5% | +106.5% |
| All | +138.8% | -99.2% | +238.0% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling