+399.1%
NVTS vs BIYA
-99.8%
+498.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.3% |
| 7D | -1.4% | -1.8% | +0.3% | -1.4% |
| 30D | -16.5% | -17.5% | +1.0% | -16.4% |
| 3M | -47.6% | -78.0% | +30.4% | -47.9% |
| 6M | +7.3% | -89.5% | +96.8% | +7.8% |
| YTD | +62.9% | -94.3% | +157.1% | +65.7% |
| 1Y | +91.3% | -98.6% | +189.9% | +97.9% |
| All | +399.1% | -99.8% | +498.9% | +379.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling