+153.1%
BAC vs NVT
+694.8%
-541.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.8% |
| 7D | -0.3% | +2.0% | -2.3% | -1.3% |
| 30D | -1.8% | -7.2% | +5.4% | +1.0% |
| 3M | +15.3% | -0.9% | +16.2% | +13.0% |
| 6M | +30.2% | +42.6% | -12.4% | +4.6% |
| YTD | +15.6% | +52.9% | -37.3% | -11.0% |
| 1Y | +27.5% | +64.5% | -37.0% | -6.9% |
| 3Y | +137.0% | +178.0% | -40.9% | +18.7% |
| 5Y | +75.6% | +402.8% | -327.2% | -41.2% |
| All | +153.1% | +694.8% | -541.7% | -36.3% |
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