-1.5%
BAC vs NVTS
-9.1%
+7.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.0% | -5.0% | +3.6% |
| 7D | +1.5% | -0.3% | +1.9% | +1.5% |
| 30D | -4.4% | -24.4% | +20.0% | -3.7% |
| 3M | -17.5% | -26.5% | +9.0% | -16.9% |
| 6M | -0.1% | -41.4% | +41.3% | -0.3% |
| YTD | -4.6% | +30.7% | -35.3% | -11.1% |
| 1Y | -1.5% | -10.8% | +9.3% | -6.8% |
| All | -1.5% | -9.1% | +7.6% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling