-12.9%
NVTS vs BB
-33.7%
+20.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -2.0% |
| 7D | +0.5% | -2.1% | +2.5% | +1.9% |
| 30D | -18.0% | -16.0% | -2.0% | -8.3% |
| 3M | -45.6% | -14.5% | -31.1% | -41.5% |
| 6M | +28.5% | +118.6% | -90.1% | -28.7% |
| YTD | +56.2% | +98.9% | -42.8% | -7.3% |
| 1Y | +97.7% | +99.5% | -1.8% | +14.8% |
| 3Y | +35.0% | +65.4% | -30.4% | -18.6% |
| All | -12.9% | -33.7% | +20.9% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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