+59.1%
NVTS vs BN
+100.0%
-40.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -4.0% |
| 7D | +21.6% | -0.3% | +21.9% | +22.2% |
| 30D | -8.5% | +13.6% | -22.1% | -20.5% |
| 3M | -31.4% | -6.7% | -24.7% | -26.2% |
| 6M | -50.3% | -9.0% | -41.4% | -45.2% |
| YTD | +33.9% | -8.8% | +42.7% | +46.8% |
| 1Y | +10.6% | -10.6% | +21.3% | +24.5% |
| All | +59.1% | +100.0% | -40.9% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling