+153.6%
BAC vs NVT
+699.2%
-545.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.2% |
| 7D | +1.1% | +5.1% | -4.0% | -1.2% |
| 30D | -0.4% | -3.7% | +3.3% | +0.8% |
| 3M | +16.9% | -10.1% | +27.1% | +20.0% |
| 6M | +26.6% | +37.5% | -10.8% | +3.7% |
| YTD | +15.8% | +53.7% | -37.9% | -11.0% |
| 1Y | +27.2% | +70.9% | -43.7% | -8.8% |
| 3Y | +132.4% | +180.4% | -48.0% | +15.9% |
| 5Y | +72.6% | +393.5% | -320.9% | -41.4% |
| All | +153.6% | +699.2% | -545.6% | -36.2% |
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 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