+246.8%
ET vs NVS
+92.5%
+154.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | -15.7% | +17.1% | +3.8% |
| 30D | +4.6% | -11.1% | +15.7% | +6.0% |
| 3M | +16.0% | -7.2% | +23.2% | +16.7% |
| 6M | +22.8% | -12.3% | +35.1% | +24.7% |
| YTD | +38.9% | +2.8% | +36.1% | +36.4% |
| 1Y | +34.1% | +11.9% | +22.1% | +29.0% |
| 3Y | +98.8% | +55.1% | +43.7% | +72.8% |
| 5Y | +246.8% | +94.1% | +152.8% | +177.1% |
| All | +246.8% | +92.5% | +154.4% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling