-12.9%
NVTS vs BBWI
-70.1%
+57.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.2% |
| 7D | +0.5% | -8.0% | +8.5% | +4.5% |
| 30D | -18.0% | -6.6% | -11.4% | -16.3% |
| 3M | -45.6% | -2.7% | -42.9% | -46.5% |
| 6M | +28.5% | -12.8% | +41.2% | +29.8% |
| YTD | +56.2% | -10.5% | +66.6% | +53.8% |
| 1Y | +97.7% | -35.3% | +133.0% | +124.8% |
| 3Y | +35.0% | -47.7% | +82.7% | +63.3% |
| All | -12.9% | -70.1% | +57.3% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BBWI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling