-99.1%
NVD vs NTRS
+173.1%
-272.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +1.2% |
| 7D | +10.8% | +1.4% | +9.5% | +12.1% |
| 30D | +0.8% | -0.7% | +1.4% | +0.1% |
| 3M | -20.8% | +11.3% | -32.2% | -12.8% |
| 6M | -41.2% | +35.5% | -76.7% | -20.8% |
| YTD | -44.2% | +40.6% | -84.8% | -21.2% |
| 1Y | -54.2% | +49.2% | -103.4% | -30.9% |
| 3Y | -99.1% | +167.2% | -266.4% | -97.6% |
| All | -99.1% | +173.1% | -272.3% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling