-12.8%
BKNG vs NVTS
+109.2%
-122.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.2% | -0.8% |
| 7D | -6.0% | +2.7% | -8.7% | -5.9% |
| 30D | -6.6% | -4.5% | -2.2% | -6.7% |
| 3M | +15.7% | -61.5% | +77.2% | +14.4% |
| 6M | +14.1% | +28.0% | -13.8% | +12.5% |
| YTD | -9.3% | +65.3% | -74.6% | -10.9% |
| 1Y | -12.8% | +113.0% | -125.8% | -18.0% |
| All | -12.8% | +109.2% | -122.0% | -18.0% |
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