+72.2%
BKR vs NVTS
+32.4%
+39.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.9% | -2.8% | -6.6% |
| 7D | -6.7% | +0.5% | -7.1% | -6.7% |
| 30D | -8.3% | -18.0% | +9.7% | -7.9% |
| 3M | -5.4% | -45.6% | +40.2% | -4.1% |
| 6M | +0.8% | +28.5% | -27.7% | -0.3% |
| YTD | +31.8% | +56.2% | -24.3% | +29.6% |
| 1Y | +28.6% | +97.7% | -69.1% | +25.3% |
| All | +72.2% | +32.4% | +39.8% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling