+174.8%
NVT vs BAH
-28.1%
+202.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.8% | -6.9% | -2.4% |
| 7D | +2.0% | +2.4% | -0.4% | +1.9% |
| 30D | -7.2% | -2.9% | -4.2% | -7.0% |
| 3M | -0.9% | -1.3% | +0.4% | -0.1% |
| 6M | +42.6% | -0.9% | +43.5% | +43.1% |
| YTD | +52.9% | -8.2% | +61.1% | +53.7% |
| 1Y | +64.5% | -24.0% | +88.4% | +71.2% |
| All | +174.8% | -28.1% | +202.9% | +171.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling