-7.8%
NVTS vs BLDR
+13.8%
-21.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +4.8% |
| 7D | +2.7% | -2.8% | +5.5% | +4.5% |
| 30D | -4.5% | -13.3% | +8.8% | +3.4% |
| 3M | -61.5% | -12.3% | -49.3% | -59.9% |
| 6M | +28.0% | -31.5% | +59.4% | +53.2% |
| YTD | +65.3% | -36.1% | +101.3% | +101.9% |
| 1Y | +113.0% | -54.1% | +167.1% | +220.3% |
| 3Y | +34.7% | -55.8% | +90.5% | +90.7% |
| All | -7.8% | +13.8% | -21.6% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling