+97.7%
NVTS vs BBWI
-35.0%
+132.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.7% |
| 7D | +0.5% | -8.0% | +8.5% | +1.7% |
| 30D | -18.0% | -6.6% | -11.4% | -17.4% |
| 3M | -45.6% | -2.7% | -42.9% | -45.6% |
| 6M | +28.5% | -12.8% | +41.2% | +30.1% |
| YTD | +56.2% | -10.5% | +66.6% | +57.2% |
| 1Y | +97.7% | -35.3% | +133.0% | +104.0% |
| All | +97.7% | -35.0% | +132.7% | +104.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling