-33.9%
BAX vs NVD
-99.2%
+65.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.0% |
| 7D | -1.1% | -11.1% | +10.0% | -1.4% |
| 30D | -5.5% | -13.3% | +7.8% | -5.7% |
| 3M | +33.5% | -19.8% | +53.4% | +33.2% |
| 6M | +35.9% | -48.8% | +84.6% | +33.9% |
| YTD | +35.4% | -49.7% | +85.0% | +33.6% |
| 1Y | +9.8% | -61.4% | +71.1% | +7.9% |
| 3Y | -32.7% | -99.1% | +66.4% | -36.1% |
| All | -33.9% | -99.2% | +65.3% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling