+18.9%
BX vs NVTS
-16.8%
+35.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +2.1% |
| 7D | -5.6% | -1.4% | -4.2% | -5.5% |
| 30D | -12.2% | -16.5% | +4.3% | -11.0% |
| 3M | +7.4% | -47.6% | +55.0% | +12.4% |
| 6M | +22.2% | +7.3% | +14.9% | +16.8% |
| YTD | -14.0% | +62.9% | -76.9% | -21.9% |
| 1Y | -27.3% | +91.3% | -118.6% | -36.3% |
| 3Y | +24.5% | +43.4% | -18.9% | +7.1% |
| All | +18.9% | -16.8% | +35.7% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling