+866.8%
NVDX vs BWA
+78.9%
+787.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -2.8% |
| 7D | +7.3% | +4.3% | +3.0% | +4.9% |
| 30D | -0.9% | -2.9% | +2.0% | +0.7% |
| 3M | +8.4% | -12.4% | +20.8% | +16.6% |
| 6M | +38.2% | +28.6% | +9.6% | +21.4% |
| YTD | +19.3% | +48.2% | -29.0% | -5.8% |
| 1Y | +33.3% | +50.9% | -17.7% | +2.9% |
| All | +866.8% | +78.9% | +787.9% | +449.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 all: compounded portfolio wealth divided by compounded BWA 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…
all analysis · Full analysis span regression · 6 months rolling