-58.0%
BAX vs NVT
+694.8%
-752.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.5% |
| 7D | -5.4% | +2.0% | -7.5% | -5.8% |
| 30D | -12.4% | -7.2% | -5.2% | -11.6% |
| 3M | +19.1% | -0.9% | +20.0% | +18.1% |
| 6M | +38.6% | +42.6% | -4.0% | +28.1% |
| YTD | +26.7% | +52.9% | -26.2% | +15.5% |
| 1Y | +1.0% | +64.5% | -63.4% | -9.5% |
| 3Y | -33.9% | +178.0% | -211.9% | -48.1% |
| 5Y | -67.0% | +402.8% | -469.8% | -77.4% |
| All | -58.0% | +694.8% | -752.9% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling