+457.4%
BX vs NVT
+712.1%
-254.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.4% |
| 7D | -5.7% | +7.0% | -12.7% | -8.9% |
| 30D | -8.9% | -2.3% | -6.6% | -8.4% |
| 3M | +8.4% | -3.1% | +11.5% | +7.4% |
| 6M | +18.9% | +47.0% | -28.1% | -7.2% |
| YTD | -13.6% | +56.2% | -69.8% | -35.1% |
| 1Y | -22.4% | +74.5% | -97.0% | -46.1% |
| 3Y | +26.0% | +184.0% | -158.0% | -37.3% |
| 5Y | +18.8% | +410.8% | -392.0% | -57.7% |
| All | +457.4% | +712.1% | -254.7% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling