+73.1%
BAC vs NVT
+420.2%
-347.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.2% |
| 7D | +0.6% | +7.0% | -6.4% | -1.5% |
| 30D | -1.4% | -2.3% | +1.0% | -1.0% |
| 3M | +15.7% | -3.1% | +18.8% | +15.2% |
| 6M | +32.2% | +47.0% | -14.8% | +12.0% |
| YTD | +15.8% | +56.2% | -40.4% | -4.6% |
| 1Y | +27.3% | +74.5% | -47.3% | -0.6% |
| 3Y | +137.5% | +184.0% | -46.6% | +38.1% |
| 5Y | +73.1% | +410.8% | -337.7% | -30.7% |
| All | +73.1% | +420.2% | -347.1% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling