-99.1%
NVD vs BAH
-28.6%
-70.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +10.8% | +4.3% | +6.6% | +11.3% |
| 30D | +0.8% | -2.5% | +3.2% | +0.4% |
| 3M | -20.8% | -0.9% | -19.9% | -21.4% |
| 6M | -41.2% | +1.5% | -42.6% | -41.2% |
| YTD | -44.2% | -8.0% | -36.2% | -45.2% |
| 1Y | -54.2% | -24.7% | -29.4% | -57.3% |
| 3Y | -99.1% | -28.4% | -70.7% | -99.1% |
| All | -99.1% | -28.6% | -70.5% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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