+1,727.4%
NTRA vs NVMI
+2,836.9%
-1,109.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.2% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +4.1% | -8.4% | +12.5% | +7.6% |
| 3M | +50.0% | -33.6% | +83.6% | +73.9% |
| 6M | +67.3% | -14.7% | +82.0% | +68.4% |
| YTD | +43.6% | +13.2% | +30.4% | +24.7% |
| 1Y | +89.2% | +29.0% | +60.2% | +52.2% |
| 3Y | +502.5% | +215.0% | +287.6% | +170.1% |
| 5Y | +173.8% | +268.6% | -94.8% | +8.5% |
| 10Y | +3,189.3% | +3,124.7% | +64.6% | +423.0% |
| All | +1,727.4% | +2,836.9% | -1,109.5% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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