-7.8%
NVTS vs BN
+32.7%
-40.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.6% |
| 7D | +2.7% | -2.5% | +5.2% | +5.6% |
| 30D | -4.5% | -9.5% | +5.0% | +6.6% |
| 3M | -61.5% | -10.4% | -51.1% | -56.5% |
| 6M | +28.0% | -6.4% | +34.3% | +36.6% |
| YTD | +65.3% | -11.9% | +77.1% | +89.2% |
| 1Y | +113.0% | -8.6% | +121.6% | +135.2% |
| 3Y | +34.7% | +77.6% | -42.9% | -32.6% |
| All | -7.8% | +32.7% | -40.5% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling