-9.4%
NVTS vs BTI
+115.3%
-124.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.3% |
| 7D | +3.5% | -2.4% | +5.9% | +3.6% |
| 30D | -11.9% | -4.8% | -7.2% | -11.7% |
| 3M | -49.2% | -8.1% | -41.1% | -49.2% |
| 6M | +38.4% | -4.2% | +42.6% | +36.5% |
| YTD | +62.5% | -1.3% | +63.8% | +59.9% |
| 1Y | +101.4% | +2.1% | +99.3% | +97.4% |
| 3Y | +40.4% | +108.9% | -68.5% | +2.5% |
| All | -9.4% | +115.3% | -124.7% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling