+113.0%
NVTS vs BLDR
-52.1%
+165.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.7% |
| 7D | +2.7% | -2.8% | +5.5% | +3.4% |
| 30D | -4.5% | -13.3% | +8.8% | -1.4% |
| 3M | -61.5% | -12.3% | -49.3% | -60.6% |
| 6M | +28.0% | -31.5% | +59.4% | +37.5% |
| YTD | +65.3% | -36.1% | +101.3% | +79.0% |
| 1Y | +113.0% | -54.1% | +167.1% | +160.7% |
| All | +113.0% | -52.1% | +165.1% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 1y: compounded portfolio wealth divided by compounded BLDR 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…
1y analysis · Full analysis span regression · 6 months rolling