+21.2%
BAC vs NVTS
-31.6%
+52.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.7% | -0.1% |
| 7D | +1.5% | +21.6% | -20.1% | +0.5% |
| 30D | -6.4% | -8.5% | +2.1% | -6.2% |
| 3M | -21.7% | -31.4% | +9.7% | -20.6% |
| 6M | +0.5% | -50.3% | +50.8% | +2.3% |
| YTD | -6.7% | +33.9% | -40.6% | -11.0% |
| 1Y | -4.7% | +10.6% | -15.3% | -8.3% |
| 3Y | +96.1% | +52.7% | +43.4% | +77.2% |
| 5Y | +21.7% | -48.5% | +70.2% | +5.1% |
| All | +21.2% | -31.6% | +52.8% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling