+70.9%
NVT vs NTRS
+47.2%
+23.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +5.1% | +0.4% | +4.7% | +4.8% |
| 30D | -3.7% | +1.7% | -5.4% | -4.5% |
| 3M | -10.1% | +8.9% | -19.0% | -14.3% |
| 6M | +37.5% | +30.6% | +6.9% | +16.5% |
| YTD | +53.7% | +38.7% | +15.0% | +25.1% |
| 1Y | +70.9% | +48.1% | +22.8% | +34.5% |
| All | +70.9% | +47.2% | +23.7% | +34.5% |
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