+420.3%
NVT vs NTRS
+93.2%
+327.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.6% | +4.0% |
| 7D | +4.1% | +1.4% | +2.7% | +3.2% |
| 30D | -5.1% | -0.7% | -4.5% | -4.7% |
| 3M | -1.2% | +11.3% | -12.5% | -7.1% |
| 6M | +46.6% | +35.5% | +11.0% | +22.5% |
| YTD | +60.0% | +40.6% | +19.4% | +30.5% |
| 1Y | +70.8% | +49.2% | +21.6% | +34.6% |
| 3Y | +187.5% | +167.2% | +20.3% | +61.4% |
| All | +420.3% | +93.2% | +327.1% | +238.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling