-35.7%
NVDX vs NTRS
+37.4%
-73.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.7% | -14.7% | -15.5% |
| 7D | -28.9% | -0.9% | -28.0% | -27.9% |
| 30D | -44.1% | +1.1% | -45.2% | -44.0% |
| 3M | -36.0% | -6.6% | -29.4% | -32.4% |
| 6M | -26.7% | +7.1% | -33.7% | -30.3% |
| YTD | -26.1% | +27.4% | -53.5% | -39.7% |
| 1Y | -35.7% | +36.5% | -72.2% | -50.0% |
| All | -35.7% | +37.4% | -73.1% | -50.0% |
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