+391.2%
NTRS vs NVMI
+1,965.6%
-1,574.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | +11.3% | -33.6% | +44.9% | +15.6% |
| 6M | +35.5% | -14.7% | +50.2% | +36.4% |
| YTD | +40.6% | +13.2% | +27.4% | +37.0% |
| 1Y | +49.2% | +29.0% | +20.2% | +43.0% |
| 3Y | +167.2% | +215.0% | -47.8% | +128.8% |
| 5Y | +94.9% | +268.6% | -173.6% | +62.8% |
| 10Y | +259.5% | +3,124.7% | -2,865.3% | +146.4% |
| All | +391.2% | +1,965.6% | -1,574.4% | +173.5% |
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