+397.9%
NVTS vs BIYA
-99.8%
+497.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | +3.5% | +2.7% | +0.7% | +3.5% |
| 30D | -11.9% | -16.7% | +4.7% | -11.8% |
| 3M | -49.2% | -74.6% | +25.4% | -49.8% |
| 6M | +38.4% | -85.4% | +123.8% | +38.2% |
| YTD | +62.5% | -94.2% | +156.7% | +65.3% |
| 1Y | +101.4% | -98.6% | +200.0% | +108.3% |
| All | +397.9% | -99.8% | +497.6% | +378.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling