+67.6%
NVTS vs BBWI
-22.8%
+90.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.0% | +7.2% |
| 7D | +7.9% | -7.7% | +15.7% | +11.5% |
| 30D | +0.8% | +24.8% | -24.0% | -7.5% |
| 3M | -26.0% | +16.2% | -42.2% | -31.1% |
| 6M | -55.5% | +15.8% | -71.4% | -59.3% |
| YTD | +41.0% | +11.4% | +29.6% | +27.8% |
| 1Y | +10.4% | +3.2% | +7.2% | +1.3% |
| All | +67.6% | -22.8% | +90.3% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling