+145.1%
ETR vs NVD
-99.1%
+244.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -1.8% | +10.8% | -12.6% | -1.9% |
| 30D | -1.8% | +0.8% | -2.5% | -1.8% |
| 3M | -3.6% | -20.8% | +17.3% | -3.5% |
| 6M | +2.6% | -41.2% | +43.8% | +2.8% |
| YTD | +16.0% | -44.2% | +60.2% | +16.2% |
| 1Y | +20.1% | -54.2% | +74.3% | +20.4% |
| 3Y | +143.6% | -99.1% | +242.7% | +146.6% |
| All | +145.1% | -99.1% | +244.3% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling