-9.0%
NVD vs BAH
+5.1%
-14.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | +28.6% | +1.7% | +26.9% | +28.3% |
| 30D | +73.6% | +20.8% | +52.8% | +69.5% |
| 3M | +70.1% | +11.6% | +58.5% | +66.9% |
| 6M | +53.6% | +23.1% | +30.5% | +46.5% |
| YTD | -7.0% | +5.3% | -12.3% | -14.0% |
| 1Y | -9.0% | +6.1% | -15.1% | -13.2% |
| All | -9.0% | +5.1% | -14.1% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling