+13.1%
NVTS vs BAH
+5.1%
+8.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.5% |
| 7D | +3.9% | +1.7% | +2.2% | +4.5% |
| 30D | -4.3% | +20.8% | -25.1% | +1.2% |
| 3M | -34.5% | +11.6% | -46.0% | -31.7% |
| 6M | -57.7% | +23.1% | -80.8% | -53.9% |
| YTD | +25.4% | +5.3% | +20.1% | +35.8% |
| 1Y | +13.1% | +6.1% | +7.0% | +19.5% |
| All | +13.1% | +5.1% | +8.1% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling