+289.9%
BNY vs NVTS
+38.1%
+251.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.1% |
| 7D | -1.3% | -1.4% | +0.1% | -1.3% |
| 30D | -0.2% | -16.5% | +16.3% | +0.3% |
| 3M | +14.9% | -47.6% | +62.6% | +16.7% |
| 6M | +40.0% | +7.3% | +32.7% | +38.2% |
| YTD | +42.0% | +62.9% | -20.9% | +38.1% |
| 1Y | +56.9% | +91.3% | -34.4% | +51.5% |
| 3Y | +289.9% | +43.4% | +246.5% | +295.4% |
| All | +289.9% | +38.1% | +251.7% | +295.4% |
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