+49.8%
NVTS vs BAH
-25.7%
+75.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | +9.6% | +0.5% | +9.1% | +9.4% |
| 30D | -13.0% | +18.2% | -31.2% | -14.8% |
| 3M | -28.8% | +13.1% | -41.8% | -29.9% |
| 6M | -48.5% | +15.2% | -63.7% | -49.5% |
| YTD | +31.4% | +6.0% | +25.4% | +30.2% |
| 1Y | -2.3% | +3.1% | -5.4% | -2.1% |
| 3Y | +49.8% | -26.2% | +76.0% | +70.9% |
| All | +49.8% | -25.7% | +75.5% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling