-9.4%
NVTS vs BLDR
+6.2%
-15.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.2% |
| 7D | +3.5% | -2.7% | +6.2% | +5.0% |
| 30D | -11.9% | -14.7% | +2.8% | -4.0% |
| 3M | -49.2% | -20.8% | -28.4% | -43.8% |
| 6M | +38.4% | -35.3% | +73.8% | +70.8% |
| YTD | +62.5% | -40.3% | +102.8% | +106.3% |
| 1Y | +101.4% | -56.3% | +157.7% | +211.6% |
| 3Y | +40.4% | -56.1% | +96.6% | +98.6% |
| All | -9.4% | +6.2% | -15.6% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling