+55.3%
BE vs NVTS
-9.1%
+64.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +9.0% | -15.4% | -10.5% |
| 7D | -12.1% | -0.3% | -11.8% | -12.3% |
| 30D | -30.1% | -24.4% | -5.7% | -20.9% |
| 3M | -12.1% | -26.5% | +14.3% | -0.3% |
| 6M | -30.6% | -41.4% | +10.8% | -18.5% |
| YTD | +130.6% | +30.7% | +100.0% | +59.2% |
| 1Y | +55.3% | -10.8% | +66.1% | +30.9% |
| All | +55.3% | -9.1% | +64.4% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling