+66.5%
BP vs NVT
+488.5%
-421.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +3.8% | +8.0% | -4.2% | +1.0% |
| 30D | -5.3% | -24.8% | +19.5% | +2.8% |
| 3M | +9.3% | -32.4% | +41.7% | +21.8% |
| 6M | +7.2% | -33.5% | +40.7% | +18.3% |
| YTD | +38.0% | +13.2% | +24.9% | +20.0% |
| 1Y | +33.2% | +9.0% | +24.2% | +17.0% |
| 3Y | +50.3% | +129.4% | -79.1% | -15.2% |
| 5Y | +114.1% | +230.1% | -116.0% | -5.7% |
| All | +66.5% | +488.5% | -421.9% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling