-20.1%
NVDL vs BAH
+6.2%
-26.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.5% | -7.6% | -5.9% |
| 7D | -14.0% | +5.8% | -19.8% | -13.3% |
| 30D | -31.2% | +28.7% | -59.9% | -28.8% |
| 3M | -15.5% | +20.9% | -36.4% | -13.1% |
| 6M | -10.3% | +15.2% | -25.4% | -6.5% |
| YTD | -5.8% | +7.1% | -12.9% | +2.3% |
| 1Y | -20.1% | +6.4% | -26.5% | -15.8% |
| All | -20.1% | +6.2% | -26.3% | -15.8% |
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