+803.3%
NVDX vs NTRS
+212.6%
+590.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.3% |
| 7D | -10.2% | +1.4% | -11.6% | -11.4% |
| 30D | -7.3% | -0.7% | -6.7% | -7.0% |
| 3M | +5.5% | +11.3% | -5.8% | -5.5% |
| 6M | +18.3% | +35.5% | -17.2% | -12.6% |
| YTD | +11.4% | +40.6% | -29.1% | -20.9% |
| 1Y | +12.7% | +49.2% | -36.5% | -24.9% |
| All | +803.3% | +212.6% | +590.7% | +252.7% |
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 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