-6.3%
NVTS vs BBWI
-67.7%
+61.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +3.2% |
| 7D | +9.7% | +1.6% | +8.1% | +8.8% |
| 30D | -13.6% | -6.2% | -7.4% | -11.9% |
| 3M | -51.0% | +4.3% | -55.3% | -53.3% |
| 6M | +46.3% | -7.2% | +53.5% | +43.4% |
| YTD | +68.1% | -3.0% | +71.1% | +59.5% |
| 1Y | +113.9% | -30.8% | +144.7% | +135.8% |
| 3Y | +45.3% | -43.4% | +88.7% | +69.3% |
| All | -6.3% | -67.7% | +61.4% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling