-10.8%
NVTS vs BN
-3.9%
-6.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.1% | +2.9% | +3.5% |
| 7D | -0.3% | +12.0% | -12.3% | -10.8% |
| 30D | -24.4% | +17.0% | -41.4% | -35.3% |
| 3M | -26.5% | -3.2% | -23.2% | -24.2% |
| 6M | -41.4% | -3.9% | -37.5% | -39.3% |
| YTD | +30.7% | -5.6% | +36.3% | +33.6% |
| 1Y | -10.8% | -4.7% | -6.1% | -10.2% |
| All | -10.8% | -3.9% | -6.9% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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