+94.5%
BP vs NVTS
-17.0%
+111.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +1.8% |
| 7D | +4.0% | +3.5% | +0.5% | +3.9% |
| 30D | +7.8% | -11.9% | +19.8% | +8.1% |
| 3M | +8.4% | -49.2% | +57.6% | +9.6% |
| 6M | +15.1% | +38.4% | -23.4% | +13.1% |
| YTD | +36.4% | +62.5% | -26.1% | +33.2% |
| 1Y | +40.9% | +101.4% | -60.5% | +36.1% |
| 3Y | +38.8% | +40.4% | -1.6% | +32.9% |
| All | +94.5% | -17.0% | +111.5% | +76.5% |
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