+39.4%
BP vs NVTS
+87.1%
-47.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +0.8% |
| 7D | +5.7% | +0.5% | +5.3% | +5.7% |
| 30D | +8.1% | -18.0% | +26.1% | +8.0% |
| 3M | +8.6% | -45.6% | +54.2% | +8.7% |
| 6M | +18.1% | +28.5% | -10.3% | +18.2% |
| YTD | +37.6% | +56.2% | -18.6% | +37.6% |
| 1Y | +39.4% | +97.7% | -58.3% | +50.1% |
| All | +39.4% | +87.1% | -47.7% | +50.1% |
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