+3.6%
NVT vs BTI
+24.7%
-21.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +3.4% | -16.1% | -11.5% |
| 7D | -19.5% | +5.3% | -24.8% | -17.9% |
| 30D | -32.4% | +19.1% | -51.5% | -29.1% |
| 3M | -30.3% | +6.5% | -36.9% | -27.7% |
| 6M | -30.4% | +9.4% | -39.9% | -29.6% |
| YTD | +11.3% | +14.4% | -3.1% | +9.6% |
| 1Y | +3.6% | +23.9% | -20.3% | -2.5% |
| All | +3.6% | +24.7% | -21.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling