-10.8%
NVTS vs NTRS
+43.5%
-54.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.1% | +5.9% | +3.1% |
| 7D | -0.3% | +3.6% | -3.9% | -6.3% |
| 30D | -24.4% | +4.3% | -28.7% | -29.7% |
| 3M | -26.5% | -1.9% | -24.5% | -24.2% |
| 6M | -41.4% | +11.4% | -52.8% | -53.2% |
| YTD | +30.7% | +32.3% | -1.6% | -25.3% |
| 1Y | -10.8% | +42.5% | -53.3% | -52.5% |
| All | -10.8% | +43.5% | -54.3% | -52.5% |
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