-9.1%
NVTS vs NTRS
+76.9%
-86.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.2% |
| 7D | -1.4% | +1.4% | -2.8% | -2.9% |
| 30D | -16.5% | -0.7% | -15.9% | -16.1% |
| 3M | -47.6% | +11.3% | -59.0% | -53.2% |
| 6M | +7.3% | +35.5% | -28.2% | -20.6% |
| YTD | +62.9% | +40.6% | +22.3% | +19.7% |
| 1Y | +91.3% | +49.2% | +42.1% | +33.9% |
| 3Y | +43.4% | +167.2% | -123.8% | -40.6% |
| All | -9.1% | +76.9% | -86.1% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling