+750.3%
NVT vs BIDU
-60.9%
+811.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.8% | +4.5% |
| 7D | +4.1% | -8.1% | +12.2% | +5.8% |
| 30D | -5.1% | -12.8% | +7.7% | -2.6% |
| 3M | -1.2% | -21.3% | +20.1% | +3.4% |
| 6M | +46.6% | -27.0% | +73.5% | +54.9% |
| YTD | +60.0% | -30.0% | +90.0% | +69.9% |
| 1Y | +70.8% | -18.3% | +89.1% | +74.6% |
| 3Y | +187.5% | -33.8% | +221.4% | +198.3% |
| 5Y | +426.1% | -44.3% | +470.4% | +432.9% |
| All | +750.3% | -60.9% | +811.2% | +616.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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