+174.9%
ETN vs NVTS
-17.0%
+192.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.4% |
| 7D | +6.2% | +3.5% | +2.8% | +6.0% |
| 30D | -6.7% | -11.9% | +5.2% | -5.8% |
| 3M | +3.6% | -49.2% | +52.8% | +8.2% |
| 6M | +18.3% | +38.4% | -20.1% | +14.1% |
| YTD | +31.5% | +62.5% | -31.0% | +24.6% |
| 1Y | +20.6% | +101.4% | -80.8% | +11.7% |
| 3Y | +82.5% | +40.4% | +42.1% | +65.6% |
| All | +174.9% | -17.0% | +192.0% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling