+95.5%
ETN vs NVD
-99.1%
+194.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -5.9% | -0.5% |
| 7D | +3.0% | +9.0% | -6.0% | +4.9% |
| 30D | -10.9% | -5.5% | -5.5% | -11.3% |
| 3M | +9.2% | -24.6% | +33.9% | +5.4% |
| 6M | +13.9% | -42.1% | +56.0% | +6.0% |
| YTD | +29.5% | -44.3% | +73.9% | +20.8% |
| 1Y | +14.2% | -54.2% | +68.4% | +4.4% |
| 3Y | +79.9% | -99.1% | +179.0% | +4.1% |
| All | +95.5% | -99.1% | +194.6% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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