+16.1%
BX vs NVTS
-20.2%
+36.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.0% | -2.5% |
| 7D | -8.9% | +0.5% | -9.4% | -9.0% |
| 30D | -14.8% | -18.0% | +3.2% | -13.5% |
| 3M | +6.9% | -45.6% | +52.5% | +11.5% |
| 6M | +16.3% | +28.5% | -12.2% | +8.9% |
| YTD | -16.1% | +56.2% | -72.2% | -23.5% |
| 1Y | -26.8% | +97.7% | -124.5% | -36.1% |
| 3Y | +22.4% | +35.0% | -12.5% | +6.1% |
| All | +16.1% | -20.2% | +36.3% | -2.1% |
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