-20.0%
NVD vs NTRS
+37.4%
-57.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.7% | -3.7% | +22.4% | +15.8% |
| 7D | +33.7% | -0.9% | +34.6% | +33.1% |
| 30D | +65.8% | +1.1% | +64.6% | +67.5% |
| 3M | +31.8% | -6.6% | +38.4% | +26.2% |
| 6M | -5.9% | +7.1% | -12.9% | +1.0% |
| YTD | -23.5% | +27.4% | -50.9% | -2.6% |
| 1Y | -20.0% | +36.5% | -56.5% | +7.4% |
| All | -20.0% | +37.4% | -57.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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