-67.1%
BAX vs NVT
+420.2%
-487.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.6% |
| 7D | -5.1% | +7.0% | -12.1% | -5.9% |
| 30D | -12.2% | -2.3% | -9.8% | -12.1% |
| 3M | +21.8% | -3.1% | +24.9% | +21.2% |
| 6M | +36.3% | +47.0% | -10.7% | +26.0% |
| YTD | +27.8% | +56.2% | -28.4% | +16.9% |
| 1Y | -0.1% | +74.5% | -74.6% | -10.7% |
| 3Y | -33.3% | +184.0% | -217.3% | -48.0% |
| 5Y | -67.1% | +410.8% | -477.8% | -77.7% |
| All | -67.1% | +420.2% | -487.2% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling