-8.5%
BX vs NVT
+3.0%
-11.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -12.7% | +19.0% | +7.0% |
| 7D | +8.3% | -19.5% | +27.8% | +10.0% |
| 30D | +13.5% | -32.4% | +45.9% | +18.2% |
| 3M | -7.6% | -30.3% | +22.7% | -4.7% |
| 6M | +4.0% | -30.4% | +34.5% | +6.5% |
| YTD | -15.2% | +11.3% | -26.5% | -23.8% |
| 1Y | -8.5% | +3.6% | -12.0% | -16.1% |
| All | -8.5% | +3.0% | -11.5% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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