-7.8%
NVTS vs BAH
-1.0%
-6.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.6% |
| 7D | +2.7% | -3.2% | +5.9% | +3.4% |
| 30D | -4.5% | +2.0% | -6.5% | -5.0% |
| 3M | -61.5% | -7.6% | -53.9% | -60.9% |
| 6M | +28.0% | -5.7% | +33.7% | +26.8% |
| YTD | +65.3% | -11.7% | +77.0% | +66.9% |
| 1Y | +113.0% | -27.4% | +140.4% | +131.4% |
| 3Y | +34.7% | -32.5% | +67.2% | +47.1% |
| All | -7.8% | -1.0% | -6.9% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling