-32.0%
BAX vs NVD
-99.2%
+67.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.6% | -3.7% |
| 7D | -2.4% | -7.7% | +5.2% | -2.6% |
| 30D | -9.7% | -5.8% | -3.9% | -9.8% |
| 3M | +29.3% | -23.2% | +52.5% | +28.7% |
| 6M | +40.7% | -49.7% | +90.4% | +38.6% |
| YTD | +30.3% | -47.7% | +78.0% | +28.7% |
| 1Y | +3.4% | -61.3% | +64.7% | +1.7% |
| 3Y | -32.0% | -99.2% | +67.2% | -35.5% |
| All | -32.0% | -99.2% | +67.1% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling