-17.1%
NVDL vs NTRS
+42.7%
-59.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.1% | -9.2% | -8.2% |
| 7D | -14.0% | +3.6% | -17.6% | -16.1% |
| 30D | -31.2% | +4.3% | -35.5% | -33.1% |
| 3M | -15.5% | -1.9% | -13.6% | -14.5% |
| 6M | -10.3% | +11.4% | -21.7% | -17.6% |
| YTD | -5.8% | +32.3% | -38.1% | -25.5% |
| All | -17.1% | +42.7% | -59.8% | -37.5% |
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