-9.4%
NVTS vs BNS
+79.5%
-88.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.3% |
| 7D | +3.5% | -1.3% | +4.8% | +5.0% |
| 30D | -11.9% | +4.0% | -15.9% | -16.6% |
| 3M | -49.2% | +13.8% | -63.0% | -57.0% |
| 6M | +38.4% | +32.7% | +5.7% | -3.6% |
| YTD | +62.5% | +27.6% | +34.9% | +18.8% |
| 1Y | +101.4% | +47.4% | +54.0% | +21.9% |
| 3Y | +40.4% | +129.0% | -88.5% | -52.1% |
| All | -9.4% | +79.5% | -88.9% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling