+92.9%
NVTS vs BAM
+81.2%
+11.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.6% |
| 7D | +3.9% | -2.7% | +6.6% | +6.4% |
| 30D | -4.3% | +15.5% | -19.8% | -15.2% |
| 3M | -34.5% | -6.9% | -27.6% | -30.8% |
| 6M | -57.7% | +9.9% | -67.6% | -61.4% |
| YTD | +25.4% | +1.4% | +24.0% | +22.6% |
| 1Y | +13.1% | +3.3% | +9.9% | +9.1% |
| 3Y | +48.9% | +83.6% | -34.7% | -7.1% |
| All | +92.9% | +81.2% | +11.7% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling