-32.1%
BAX vs NVT
+191.2%
-223.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.2% | -7.9% | -4.1% |
| 7D | -2.4% | +10.4% | -12.8% | -3.3% |
| 30D | -9.7% | -1.3% | -8.4% | -9.7% |
| 3M | +29.3% | -0.6% | +29.9% | +28.4% |
| 6M | +40.7% | +53.8% | -13.1% | +31.3% |
| YTD | +30.3% | +60.2% | -29.9% | +20.9% |
| 1Y | +3.4% | +76.8% | -73.4% | -5.6% |
| All | -32.1% | +191.2% | -223.3% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling