-9.1%
NVTS vs BNS
+82.1%
-91.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.5% |
| 7D | -1.4% | -0.4% | -1.0% | -1.0% |
| 30D | -16.5% | +3.5% | -20.0% | -20.4% |
| 3M | -47.6% | +14.1% | -61.7% | -55.8% |
| 6M | +7.3% | +33.8% | -26.5% | -26.0% |
| YTD | +62.9% | +29.5% | +33.4% | +16.9% |
| 1Y | +91.3% | +48.4% | +42.9% | +14.8% |
| 3Y | +43.4% | +129.6% | -86.2% | -51.2% |
| All | -9.1% | +82.1% | -91.3% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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