-55.2%
BAX vs NVT
+699.2%
-754.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.6% |
| 7D | -1.1% | +5.1% | -6.2% | -1.9% |
| 30D | -5.5% | -3.7% | -1.7% | -5.1% |
| 3M | +33.5% | -10.1% | +43.7% | +34.6% |
| 6M | +35.9% | +37.5% | -1.6% | +26.5% |
| YTD | +35.4% | +53.7% | -18.4% | +23.3% |
| 1Y | +9.8% | +70.9% | -61.1% | -2.4% |
| 3Y | -32.7% | +180.4% | -213.1% | -47.3% |
| 5Y | -65.6% | +393.5% | -459.0% | -76.3% |
| All | -55.2% | +699.2% | -754.4% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling