+115.3%
BKNG vs NVT
+694.8%
-579.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | -10.7% | +2.0% | -12.7% | -11.5% |
| 30D | -18.1% | -7.2% | -10.9% | -16.4% |
| 3M | +8.5% | -0.9% | +9.4% | +5.8% |
| 6M | -0.1% | +42.6% | -42.6% | -18.3% |
| YTD | -18.2% | +52.9% | -71.1% | -35.8% |
| 1Y | -19.9% | +64.5% | -84.3% | -40.0% |
| 3Y | +41.6% | +178.0% | -136.4% | -23.4% |
| 5Y | +93.1% | +402.8% | -309.7% | -25.4% |
| All | +115.3% | +694.8% | -579.5% | -34.6% |
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