-43.2%
NVTS vs BAH
+10.2%
-53.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.0% |
| 3M | -28.8% | +13.1% | -41.8% | -30.9% |
| 6M | -48.5% | +15.2% | -63.7% | -50.6% |
| YTD | +31.4% | +6.0% | +25.4% | +27.3% |
| 1Y | -2.3% | +3.1% | -5.4% | -4.2% |
| 3Y | +49.8% | -26.2% | +76.0% | +63.3% |
| 5Y | -43.2% | +9.3% | -52.5% | -49.4% |
| All | -43.2% | +10.2% | -53.4% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling