-12.9%
NVTS vs BAH
+3.0%
-15.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.8% | -8.7% | -4.9% |
| 7D | +0.5% | +2.4% | -2.0% | -0.1% |
| 30D | -18.0% | -2.9% | -15.1% | -17.6% |
| 3M | -45.6% | -1.3% | -44.3% | -45.6% |
| 6M | +28.5% | -0.9% | +29.3% | +26.0% |
| YTD | +56.2% | -8.2% | +64.4% | +56.3% |
| 1Y | +97.7% | -24.0% | +121.7% | +112.3% |
| 3Y | +35.0% | -28.1% | +63.1% | +44.7% |
| All | -12.9% | +3.0% | -15.8% | -18.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling