+21.9%
BAC vs NVTS
-38.4%
+60.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.3% | -9.0% | +1.7% |
| 7D | +2.0% | +20.8% | -18.8% | +1.0% |
| 30D | -6.9% | -11.1% | +4.2% | -6.6% |
| 3M | -19.6% | -31.0% | +11.5% | -18.5% |
| 6M | -0.5% | -47.4% | +46.9% | +0.9% |
| YTD | -6.6% | +34.2% | -40.8% | -10.9% |
| 1Y | -3.0% | +22.2% | -25.1% | -7.3% |
| 3Y | +97.3% | +68.4% | +28.9% | +76.0% |
| 5Y | +21.9% | -39.0% | +60.9% | +5.5% |
| All | +21.9% | -38.4% | +60.2% | +5.5% |
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