+94.4%
BAC vs NVD
-98.5%
+192.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +1.2% |
| 7D | +3.2% | +28.6% | -25.4% | +4.6% |
| 30D | -0.7% | +73.6% | -74.3% | +2.3% |
| 3M | -20.0% | +70.1% | -90.1% | -17.4% |
| 6M | +3.4% | +53.6% | -50.2% | +6.7% |
| YTD | -5.7% | -7.0% | +1.2% | -5.0% |
| 1Y | -1.4% | -9.0% | +7.5% | -0.6% |
| 3Y | +97.9% | -98.3% | +196.3% | +80.5% |
| All | +94.4% | -98.5% | +192.9% | +76.7% |
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