+19.3%
ETN vs NVTS
+109.2%
-89.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | +2.6% |
| 7D | +2.0% | +2.7% | -0.7% | +1.6% |
| 30D | -7.9% | -4.5% | -3.5% | -7.5% |
| 3M | -1.6% | -61.5% | +59.9% | +8.5% |
| 6M | +16.9% | +28.0% | -11.1% | +12.3% |
| YTD | +30.1% | +65.3% | -35.2% | +20.3% |
| 1Y | +19.3% | +113.0% | -93.7% | +12.5% |
| All | +19.3% | +109.2% | -89.9% | +12.5% |
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