+104.4%
BAC vs NVT
+492.6%
-388.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.1% |
| 7D | +1.5% | +17.4% | -15.9% | -5.5% |
| 30D | -6.4% | -28.4% | +22.0% | +5.7% |
| 3M | -21.7% | -32.4% | +10.7% | -10.1% |
| 6M | +0.5% | -32.2% | +32.6% | +12.8% |
| YTD | -6.7% | +14.0% | -20.7% | -20.7% |
| 1Y | -4.7% | +4.3% | -8.9% | -15.7% |
| 3Y | +96.1% | +131.7% | -35.7% | +1.9% |
| 5Y | +21.7% | +232.4% | -210.7% | -51.3% |
| All | +104.4% | +492.6% | -388.2% | -43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling