+420.3%
NVT vs BAH
+2.5%
+417.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.4% | +4.6% |
| 7D | +4.1% | +4.3% | -0.2% | +3.4% |
| 30D | -5.1% | -2.5% | -2.7% | -4.9% |
| 3M | -1.2% | -0.9% | -0.2% | -1.0% |
| 6M | +46.6% | +1.5% | +45.1% | +45.2% |
| YTD | +60.0% | -8.0% | +68.0% | +60.0% |
| 1Y | +70.8% | -24.7% | +95.5% | +79.9% |
| 3Y | +187.5% | -28.4% | +215.9% | +189.2% |
| All | +420.3% | +2.5% | +417.8% | +347.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling