+173.8%
ET vs NVS
+179.5%
-5.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.2% | -14.3% | +14.5% | +5.6% |
| 30D | +2.9% | -10.0% | +12.8% | +6.1% |
| 3M | +16.8% | -10.9% | +27.7% | +20.7% |
| 6M | +18.9% | -12.0% | +30.8% | +23.0% |
| YTD | +37.7% | +2.5% | +35.2% | +32.9% |
| 1Y | +32.4% | +10.7% | +21.8% | +22.9% |
| 3Y | +99.5% | +53.3% | +46.2% | +53.9% |
| 5Y | +244.0% | +93.6% | +150.4% | +126.4% |
| All | +173.8% | +179.5% | -5.8% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling