+109.4%
BP vs NVTS
-40.8%
+150.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.4% | -5.8% | +1.4% |
| 7D | -0.8% | +7.9% | -8.7% | -0.9% |
| 30D | -3.1% | +0.8% | -3.9% | -3.3% |
| 3M | +6.2% | -26.0% | +32.1% | +6.6% |
| 6M | +4.8% | -55.5% | +60.3% | +5.8% |
| YTD | +35.2% | +41.0% | -5.9% | +32.1% |
| 1Y | +27.4% | +10.4% | +17.0% | +25.1% |
| 3Y | +49.8% | +60.9% | -11.1% | +41.2% |
| 5Y | +109.4% | -42.8% | +152.2% | +93.1% |
| All | +109.4% | -40.8% | +150.2% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling