-5.5%
ETN vs NVT
+3.0%
-8.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -12.7% | +2.9% | -1.4% |
| 7D | -10.1% | -19.5% | +9.4% | +3.5% |
| 30D | -18.4% | -32.4% | +14.0% | +4.9% |
| 3M | -20.4% | -30.3% | +9.9% | -0.1% |
| 6M | -16.0% | -30.4% | +14.5% | +5.9% |
| YTD | +11.8% | +11.3% | +0.4% | +5.8% |
| 1Y | -5.5% | +3.6% | -9.1% | -5.3% |
| All | -5.5% | +3.0% | -8.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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