+35.0%
BLK vs NVTS
-16.8%
+51.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.4% |
| 7D | -3.3% | -1.4% | -1.9% | -3.2% |
| 30D | -6.5% | -16.5% | +10.0% | -5.7% |
| 3M | +6.7% | -47.6% | +54.4% | +10.1% |
| 6M | +14.7% | +7.3% | +7.4% | +11.6% |
| YTD | +2.5% | +62.9% | -60.4% | -3.5% |
| 1Y | -2.8% | +91.3% | -94.1% | -10.5% |
| 3Y | +65.9% | +43.4% | +22.5% | +51.1% |
| All | +35.0% | -16.8% | +51.8% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling