-9.4%
NVTS vs BAH
-1.8%
-7.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.5% | -3.4% |
| 7D | +3.5% | -1.3% | +4.8% | +3.7% |
| 30D | -11.9% | -6.6% | -5.3% | -10.7% |
| 3M | -49.2% | -7.2% | -42.1% | -48.5% |
| 6M | +38.4% | -10.0% | +48.4% | +39.7% |
| YTD | +62.5% | -12.5% | +74.9% | +64.3% |
| 1Y | +101.4% | -27.9% | +129.3% | +119.1% |
| 3Y | +40.4% | -31.4% | +71.8% | +52.1% |
| All | -9.4% | -1.8% | -7.6% | -14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling