+751.2%
NVT vs BAH
+107.7%
+643.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | +10.4% | -4.3% | +14.7% | +11.5% |
| 30D | -1.3% | -4.5% | +3.2% | -0.4% |
| 3M | -0.6% | -7.6% | +7.0% | +0.7% |
| 6M | +53.8% | -10.6% | +64.4% | +56.2% |
| YTD | +60.2% | -12.6% | +72.7% | +61.3% |
| 1Y | +76.8% | -27.0% | +103.8% | +87.9% |
| 3Y | +191.2% | -31.5% | +222.7% | +200.0% |
| 5Y | +430.9% | -3.8% | +434.8% | +367.9% |
| All | +751.2% | +107.7% | +643.5% | +426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling