+37.5%
NVTS vs BTI
+108.0%
-70.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -3.7% |
| 7D | +0.5% | -2.0% | +2.4% | +0.1% |
| 30D | -18.0% | -3.4% | -14.6% | -18.4% |
| 3M | -45.6% | -9.0% | -36.6% | -46.1% |
| 6M | +28.5% | -5.0% | +33.5% | +27.0% |
| YTD | +56.2% | -0.3% | +56.5% | +55.5% |
| 1Y | +97.7% | +3.1% | +94.6% | +99.0% |
| All | +37.5% | +108.0% | -70.5% | +2.4% |
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