-9.4%
NVTS vs BWA
+77.4%
-86.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -1.8% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | -11.9% | -5.6% | -6.4% | -6.6% |
| 3M | -49.2% | -10.7% | -38.5% | -42.3% |
| 6M | +38.4% | +23.2% | +15.3% | +20.6% |
| YTD | +62.5% | +46.0% | +16.5% | +14.0% |
| 1Y | +101.4% | +51.2% | +50.2% | +33.9% |
| 3Y | +40.4% | +69.6% | -29.1% | -18.7% |
| All | -9.4% | +77.4% | -86.8% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling