-7.8%
NVTS vs BBWI
-66.6%
+58.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +5.0% |
| 7D | +2.7% | +1.5% | +1.2% | +2.0% |
| 30D | -4.5% | -5.2% | +0.7% | -3.0% |
| 3M | -61.5% | +11.1% | -72.6% | -64.4% |
| 6M | +28.0% | -13.4% | +41.4% | +30.6% |
| YTD | +65.3% | +0.1% | +65.2% | +54.6% |
| 1Y | +113.0% | -36.1% | +149.1% | +146.4% |
| 3Y | +34.7% | -44.1% | +78.8% | +58.8% |
| All | -7.8% | -66.6% | +58.8% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling