-5.5%
ETN vs NVTS
-9.1%
+3.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +9.0% | -18.9% | -11.3% |
| 7D | -10.1% | -0.3% | -9.8% | -10.3% |
| 30D | -18.4% | -24.4% | +6.0% | -15.1% |
| 3M | -20.4% | -26.5% | +6.1% | -17.0% |
| 6M | -16.0% | -41.4% | +25.4% | -10.7% |
| YTD | +11.8% | +30.7% | -18.9% | +4.1% |
| 1Y | -5.5% | -10.8% | +5.3% | -8.2% |
| All | -5.5% | -9.1% | +3.6% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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