+35.5%
NTRS vs NVMI
-14.3%
+49.9%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | +1.4% | -0.1% | +1.4% | +1.4% |
| 30D | -0.7% | -8.4% | +7.7% | +0.1% |
| 3M | +11.3% | -33.6% | +44.9% | +14.6% |
| 6M | +35.5% | -14.7% | +50.2% | +30.3% |
| All | +35.5% | -14.3% | +49.9% | +30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling