+43.4%
NVTS vs BTI
+109.4%
-66.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.5% |
| 30D | -16.5% | -1.1% | -15.4% | -16.6% |
| 3M | -47.6% | -8.8% | -38.9% | -48.1% |
| 6M | +7.3% | -4.0% | +11.2% | +6.2% |
| YTD | +62.9% | +0.4% | +62.5% | +62.4% |
| 1Y | +91.3% | +1.9% | +89.4% | +93.1% |
| 3Y | +43.4% | +108.5% | -65.1% | +6.9% |
| All | +43.4% | +109.4% | -66.0% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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