+95.1%
BP vs NVTS
-31.6%
+126.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.1% | +6.3% | +1.3% |
| 7D | +2.5% | +21.6% | -19.1% | +2.1% |
| 30D | -5.6% | -8.5% | +2.9% | -5.5% |
| 3M | +8.0% | -31.4% | +39.4% | +8.6% |
| 6M | +5.7% | -50.3% | +56.0% | +6.4% |
| YTD | +36.8% | +33.9% | +2.9% | +33.9% |
| 1Y | +30.7% | +10.6% | +20.1% | +28.4% |
| 3Y | +51.6% | +52.7% | -1.1% | +43.2% |
| 5Y | +112.2% | -48.5% | +160.7% | +89.8% |
| All | +95.1% | -31.6% | +126.7% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling