-6.3%
NVTS vs BWA
+80.1%
-86.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +3.6% |
| 7D | +9.7% | +4.3% | +5.4% | +5.2% |
| 30D | -13.6% | -2.9% | -10.7% | -11.0% |
| 3M | -51.0% | -12.4% | -38.6% | -43.2% |
| 6M | +46.3% | +28.6% | +17.8% | +22.5% |
| YTD | +68.1% | +48.2% | +19.8% | +16.1% |
| 1Y | +113.9% | +50.9% | +63.0% | +42.4% |
| 3Y | +45.3% | +72.2% | -26.9% | -17.2% |
| All | -6.3% | +80.1% | -86.4% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling