-55.2%
BAX vs NVT
+488.5%
-543.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.1% | +8.0% | -7.9% | -1.0% |
| 30D | +4.1% | -24.8% | +28.9% | +7.6% |
| 3M | -4.5% | -32.4% | +27.9% | -0.1% |
| 6M | +49.2% | -33.5% | +82.7% | +55.3% |
| YTD | +35.2% | +13.2% | +22.1% | +27.5% |
| 1Y | +38.3% | +9.0% | +29.3% | +30.9% |
| 3Y | -19.0% | +129.4% | -148.4% | -35.6% |
| 5Y | -64.2% | +230.1% | -294.2% | -74.0% |
| All | -55.2% | +488.5% | -543.7% | -71.1% |
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 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