-50.3%
NVTS vs BAH
+16.7%
-67.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -5.3% |
| 7D | +21.6% | -3.2% | +24.9% | +19.7% |
| 30D | -8.5% | +19.5% | -28.1% | +0.1% |
| 3M | -31.4% | +11.1% | -42.5% | -26.9% |
| 6M | -50.3% | +16.3% | -66.7% | -42.4% |
| All | -50.3% | +16.7% | -67.0% | -42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling