+190.4%
ETN vs NVT
+419.5%
-229.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.6% | -0.7% | +0.9% |
| 7D | +3.5% | +4.1% | -0.5% | +0.8% |
| 30D | -7.5% | -5.1% | -2.4% | -4.5% |
| 3M | +8.3% | -1.2% | +9.5% | +8.9% |
| 6M | +20.2% | +46.6% | -26.4% | -7.4% |
| YTD | +34.7% | +60.0% | -25.3% | -2.6% |
| 1Y | +19.4% | +70.8% | -51.3% | -18.0% |
| 3Y | +85.5% | +187.5% | -102.0% | -14.6% |
| All | +190.4% | +419.5% | -229.1% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling