-19.0%
BAX vs NVT
+131.3%
-150.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +0.1% | +8.0% | -7.9% | -0.5% |
| 30D | +4.1% | -24.8% | +28.9% | +5.8% |
| 3M | -4.5% | -32.4% | +27.9% | -2.2% |
| 6M | +49.2% | -33.5% | +82.7% | +52.2% |
| YTD | +35.2% | +13.2% | +22.1% | +27.1% |
| 1Y | +38.3% | +9.0% | +29.3% | +30.4% |
| 3Y | -19.0% | +129.4% | -148.4% | -39.1% |
| All | -19.0% | +131.3% | -150.4% | -39.1% |
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