-9.1%
NVTS vs NTR
+26.4%
-35.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -1.4% | -1.3% | -0.2% | -0.9% |
| 30D | -16.5% | +16.8% | -33.3% | -21.5% |
| 3M | -47.6% | +20.7% | -68.4% | -52.0% |
| 6M | +7.3% | +0.5% | +6.8% | +5.5% |
| YTD | +62.9% | +29.2% | +33.7% | +44.1% |
| 1Y | +91.3% | +39.6% | +51.7% | +62.9% |
| 3Y | +43.4% | +37.9% | +5.5% | +18.4% |
| All | -9.1% | +26.4% | -35.5% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling