+406.4%
NVTS vs BIYA
-99.8%
+506.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +6.3% |
| 7D | +2.7% | +1.3% | +1.4% | +2.7% |
| 30D | -4.5% | -21.0% | +16.5% | -4.3% |
| 3M | -61.5% | -74.3% | +12.8% | -61.9% |
| 6M | +28.0% | -84.6% | +112.6% | +27.6% |
| YTD | +65.3% | -94.2% | +159.4% | +68.1% |
| 1Y | +113.0% | -98.2% | +211.2% | +119.4% |
| All | +406.4% | -99.8% | +506.2% | +386.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling