-9.4%
NVTS vs BB
-31.9%
+22.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.3% |
| 7D | +3.5% | +1.8% | +1.6% | +2.2% |
| 30D | -11.9% | -12.2% | +0.3% | -4.4% |
| 3M | -49.2% | -12.3% | -36.9% | -46.3% |
| 6M | +38.4% | +122.7% | -84.3% | -24.2% |
| YTD | +62.5% | +104.5% | -42.0% | -5.3% |
| 1Y | +101.4% | +106.7% | -5.3% | +14.1% |
| 3Y | +40.4% | +70.0% | -29.5% | -16.9% |
| All | -9.4% | -31.9% | +22.5% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling