+48.9%
NVTS vs BB
+147.9%
-99.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -4.0% | -4.8% |
| 7D | +3.9% | +1.8% | +2.1% | +3.2% |
| 30D | -4.3% | +8.1% | -12.5% | -8.0% |
| 3M | -34.5% | -1.0% | -33.5% | -34.2% |
| 6M | -57.7% | +45.9% | -103.6% | -68.0% |
| YTD | +25.4% | +134.8% | -109.5% | -31.5% |
| 1Y | +13.1% | +104.6% | -91.4% | -33.3% |
| 3Y | +48.9% | +152.8% | -103.9% | -29.2% |
| All | +48.9% | +147.9% | -99.0% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling