-9.4%
NVTS vs BBWI
-69.7%
+60.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -0.4% |
| 7D | +3.5% | -4.4% | +7.9% | +5.6% |
| 30D | -11.9% | -7.4% | -4.5% | -9.8% |
| 3M | -49.2% | -2.2% | -47.0% | -50.1% |
| 6M | +38.4% | -16.3% | +54.7% | +42.7% |
| YTD | +62.5% | -9.1% | +71.6% | +58.9% |
| 1Y | +101.4% | -34.5% | +135.9% | +127.7% |
| 3Y | +40.4% | -47.0% | +87.4% | +68.7% |
| All | -9.4% | -69.7% | +60.3% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling