-12.9%
NVTS vs BN
+25.2%
-38.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -2.5% |
| 7D | +0.5% | -5.9% | +6.3% | +7.5% |
| 30D | -18.0% | -15.1% | -2.9% | -1.8% |
| 3M | -45.6% | -14.6% | -31.0% | -35.2% |
| 6M | +28.5% | -8.4% | +36.9% | +40.1% |
| YTD | +56.2% | -16.8% | +73.0% | +90.7% |
| 1Y | +97.7% | -14.4% | +112.1% | +135.1% |
| 3Y | +35.0% | +70.1% | -35.1% | -29.2% |
| All | -12.9% | +25.2% | -38.1% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling