-0.1%
BAX vs NVD
-60.3%
+60.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.9% |
| 7D | -5.1% | +0.5% | -5.6% | -5.1% |
| 30D | -12.2% | -9.3% | -2.9% | -12.2% |
| 3M | +21.8% | -22.1% | +43.9% | +21.4% |
| 6M | +36.3% | -45.8% | +82.1% | +32.3% |
| YTD | +27.8% | -46.7% | +74.5% | +24.4% |
| 1Y | -0.1% | -59.5% | +59.4% | -3.0% |
| All | -0.1% | -60.3% | +60.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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