+106.4%
BAC vs NVT
+488.5%
-382.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +3.2% | +8.0% | -4.7% | -0.2% |
| 30D | -0.7% | -24.8% | +24.1% | +9.7% |
| 3M | -20.0% | -32.4% | +12.4% | -8.2% |
| 6M | +3.4% | -33.5% | +36.9% | +17.1% |
| YTD | -5.7% | +13.2% | -18.9% | -19.7% |
| 1Y | -1.4% | +9.0% | -10.4% | -14.8% |
| 3Y | +97.9% | +129.4% | -31.5% | +3.4% |
| 5Y | +22.9% | +230.1% | -207.1% | -50.6% |
| All | +106.4% | +488.5% | -382.0% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling