-1.0%
BND vs NVTS
-20.2%
+19.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | -0.6% |
| 7D | -0.9% | +0.5% | -1.4% | -0.9% |
| 30D | -1.0% | -18.0% | +17.1% | -0.9% |
| 3M | -1.2% | -45.6% | +44.4% | -1.0% |
| 6M | -2.0% | +28.5% | -30.5% | -2.3% |
| YTD | -1.2% | +56.2% | -57.3% | -1.6% |
| 1Y | -0.5% | +97.7% | -98.2% | -1.1% |
| 3Y | +12.4% | +35.0% | -22.6% | +11.5% |
| All | -1.0% | -20.2% | +19.2% | -2.0% |
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 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