+36.5%
NTRS vs NVMI
-14.5%
+51.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.1% | +1.4% | -3.0% |
| 7D | -0.9% | -16.2% | +15.3% | +1.4% |
| 30D | +1.1% | -28.9% | +30.1% | +5.6% |
| 3M | -6.6% | -30.3% | +23.7% | -2.4% |
| 6M | +7.1% | -45.6% | +52.7% | +13.7% |
| YTD | +27.4% | -14.6% | +42.0% | +22.9% |
| 1Y | +36.5% | -18.1% | +54.6% | +32.4% |
| All | +36.5% | -14.5% | +51.1% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling