+50.4%
BAC vs NVTS
-17.0%
+67.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.6% |
| 7D | +0.6% | +3.5% | -2.9% | +0.5% |
| 30D | -1.4% | -11.9% | +10.6% | -0.9% |
| 3M | +15.7% | -49.2% | +65.0% | +18.7% |
| 6M | +32.2% | +38.4% | -6.2% | +27.1% |
| YTD | +15.8% | +62.5% | -46.7% | +9.8% |
| 1Y | +27.3% | +101.4% | -74.1% | +18.3% |
| 3Y | +137.5% | +40.4% | +97.0% | +119.6% |
| All | +50.4% | -17.0% | +67.4% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling