-30.1%
NVTS vs BB
-21.8%
-8.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -4.0% | -4.7% |
| 7D | +3.9% | +1.8% | +2.1% | +3.1% |
| 30D | -4.3% | +8.1% | -12.5% | -8.3% |
| 3M | -34.5% | -1.0% | -33.5% | -34.3% |
| 6M | -57.7% | +45.9% | -103.6% | -68.6% |
| YTD | +25.4% | +134.8% | -109.5% | -33.4% |
| 1Y | +13.1% | +104.6% | -91.4% | -34.9% |
| 3Y | +48.9% | +152.8% | -103.9% | -31.2% |
| 5Y | -51.8% | -17.4% | -34.3% | -54.9% |
| All | -30.1% | -21.8% | -8.3% | -33.7% |
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