+31,203.5%
NVO vs NTRS
+7,800.3%
+23,403.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.4% |
| 7D | -7.6% | +1.4% | -8.9% | -7.8% |
| 30D | -6.0% | -0.7% | -5.3% | -5.9% |
| 3M | -0.8% | +11.3% | -12.1% | -3.0% |
| 6M | +16.5% | +35.5% | -19.1% | +9.0% |
| YTD | -11.1% | +40.6% | -51.7% | -17.3% |
| 1Y | -16.7% | +49.2% | -65.9% | -23.5% |
| 3Y | -52.9% | +167.2% | -220.1% | -62.2% |
| 5Y | -3.0% | +94.9% | -97.9% | -18.4% |
| 10Y | +147.1% | +259.5% | -112.4% | +74.4% |
| All | +31,203.5% | +7,800.3% | +23,403.2% | +12,180.7% |
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