-7.8%
NVTS vs BB
-32.3%
+24.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.7% | -5.6% | +8.3% | +6.8% |
| 30D | -4.5% | -11.8% | +7.3% | +3.5% |
| 3M | -61.5% | -25.5% | -36.0% | -54.0% |
| 6M | +28.0% | +121.3% | -93.3% | -29.5% |
| YTD | +65.3% | +103.2% | -37.9% | -3.3% |
| 1Y | +113.0% | +102.6% | +10.4% | +22.2% |
| 3Y | +34.7% | +37.5% | -2.8% | -7.2% |
| All | -7.8% | -32.3% | +24.5% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling