-9.4%
NVTS vs BBY
-3.4%
-6.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.9% | -2.4% |
| 7D | +3.5% | +1.2% | +2.3% | +2.7% |
| 30D | -11.9% | +6.8% | -18.7% | -16.4% |
| 3M | -49.2% | +18.7% | -68.0% | -55.8% |
| 6M | +38.4% | +37.3% | +1.1% | +4.1% |
| YTD | +62.5% | +35.3% | +27.2% | +21.5% |
| 1Y | +101.4% | +20.7% | +80.7% | +64.5% |
| 3Y | +40.4% | +39.4% | +1.0% | -2.1% |
| All | -9.4% | -3.4% | -6.0% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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