+181.1%
NVT vs BIYA
-99.8%
+280.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.5% |
| 7D | +7.0% | +2.7% | +4.3% | +7.0% |
| 30D | -2.3% | -16.7% | +14.3% | -2.4% |
| 3M | -3.1% | -74.6% | +71.6% | -3.8% |
| 6M | +47.0% | -85.4% | +132.4% | +46.1% |
| YTD | +56.2% | -94.2% | +150.4% | +57.4% |
| 1Y | +74.5% | -98.6% | +173.1% | +79.9% |
| All | +181.1% | -99.8% | +280.9% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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