-6.3%
NVTS vs BAH
-1.9%
-4.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +9.7% | -4.3% | +14.0% | +10.7% |
| 30D | -13.6% | -4.5% | -9.1% | -12.9% |
| 3M | -51.0% | -7.6% | -43.4% | -50.2% |
| 6M | +46.3% | -10.6% | +56.9% | +48.0% |
| YTD | +68.1% | -12.6% | +80.6% | +70.0% |
| 1Y | +113.9% | -27.0% | +140.9% | +131.5% |
| 3Y | +45.3% | -31.5% | +76.8% | +57.4% |
| All | -6.3% | -1.9% | -4.4% | -11.0% |
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 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