-30.1%
NVTS vs BWA
+38.3%
-68.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.2% |
| 7D | +3.9% | +4.3% | -0.3% | +0.1% |
| 30D | -4.3% | -13.0% | +8.7% | +11.2% |
| 3M | -34.5% | -24.8% | -9.7% | -11.9% |
| 6M | -57.7% | -23.5% | -34.2% | -42.2% |
| YTD | +25.4% | +13.8% | +11.5% | +13.9% |
| 1Y | +13.1% | +13.4% | -0.3% | +2.3% |
| 3Y | +48.9% | +62.8% | -13.8% | -7.6% |
| 5Y | -51.8% | +28.5% | -80.2% | -64.2% |
| All | -30.1% | +38.3% | -68.4% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling