+750.3%
NVT vs NTR
+122.9%
+627.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +4.1% | -1.3% | +5.4% | +4.6% |
| 30D | -5.1% | +16.8% | -21.9% | -11.2% |
| 3M | -1.2% | +20.7% | -21.9% | -9.4% |
| 6M | +46.6% | +0.5% | +46.0% | +43.5% |
| YTD | +60.0% | +29.2% | +30.8% | +39.1% |
| 1Y | +70.8% | +39.6% | +31.2% | +42.0% |
| 3Y | +187.5% | +37.9% | +149.7% | +132.8% |
| 5Y | +426.1% | +47.1% | +379.1% | +241.2% |
| All | +750.3% | +122.9% | +627.3% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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