+57.8%
BP vs NVT
+699.2%
-641.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.4% |
| 7D | +3.9% | +5.1% | -1.1% | +2.0% |
| 30D | +7.6% | -3.7% | +11.3% | +8.6% |
| 3M | +0.7% | -10.1% | +10.8% | +2.9% |
| 6M | +15.5% | +37.5% | -22.0% | -2.4% |
| YTD | +30.8% | +53.7% | -22.9% | +4.8% |
| 1Y | +34.3% | +70.9% | -36.6% | +1.4% |
| 3Y | +35.1% | +180.4% | -145.3% | -26.3% |
| 5Y | +126.8% | +393.5% | -266.6% | -13.5% |
| All | +57.8% | +699.2% | -641.4% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling