-61.4%
NVD vs NTRS
+47.2%
-108.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.3% |
| 7D | -11.1% | +0.4% | -11.5% | -10.8% |
| 30D | -13.3% | +1.7% | -15.0% | -12.2% |
| 3M | -19.8% | +8.9% | -28.7% | -14.2% |
| 6M | -48.8% | +30.6% | -79.4% | -35.5% |
| YTD | -49.7% | +38.7% | -88.3% | -33.5% |
| 1Y | -61.4% | +48.1% | -109.5% | -46.7% |
| All | -61.4% | +47.2% | -108.6% | -46.7% |
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