-30.1%
NVTS vs BLDR
+5.0%
-35.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.9% |
| 7D | +3.9% | -3.0% | +6.9% | +5.8% |
| 30D | -4.3% | +20.1% | -24.4% | -15.9% |
| 3M | -34.5% | -17.5% | -17.0% | -28.6% |
| 6M | -57.7% | -16.1% | -41.6% | -55.9% |
| YTD | +25.4% | -41.0% | +66.4% | +57.0% |
| 1Y | +13.1% | -41.6% | +54.7% | +41.0% |
| 3Y | +48.9% | -50.8% | +99.7% | +91.1% |
| 5Y | -51.8% | -10.8% | -41.0% | -58.7% |
| All | -30.1% | +5.0% | -35.1% | -39.9% |
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