+85.5%
ETN vs NVTS
+38.1%
+47.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.3% | +3.7% |
| 7D | +3.5% | -1.4% | +5.0% | +3.6% |
| 30D | -7.5% | -16.5% | +9.0% | -6.4% |
| 3M | +8.3% | -47.6% | +56.0% | +12.4% |
| 6M | +20.2% | +7.3% | +12.9% | +18.6% |
| YTD | +34.7% | +62.9% | -28.2% | +29.1% |
| 1Y | +19.4% | +91.3% | -71.8% | +12.9% |
| 3Y | +85.5% | +43.4% | +42.1% | +91.8% |
| All | +85.5% | +38.1% | +47.4% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling