+34.3%
BP vs NVTS
+109.2%
-74.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | +0.6% |
| 7D | +3.9% | +2.7% | +1.2% | +4.0% |
| 30D | +7.6% | -4.5% | +12.1% | +7.6% |
| 3M | +0.7% | -61.5% | +62.2% | +0.8% |
| 6M | +15.5% | +28.0% | -12.5% | +15.6% |
| YTD | +30.8% | +65.3% | -34.4% | +31.0% |
| 1Y | +34.3% | +113.0% | -78.7% | +47.3% |
| All | +34.3% | +109.2% | -74.9% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling