+149.4%
ETR vs NVD
-99.2%
+248.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.3% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | +2.0% | -9.3% | +11.3% | +2.1% |
| 3M | -1.7% | -22.1% | +20.4% | -1.6% |
| 6M | +3.6% | -45.8% | +49.4% | +3.8% |
| YTD | +18.0% | -46.7% | +64.8% | +18.3% |
| 1Y | +26.2% | -59.5% | +85.7% | +26.6% |
| 3Y | +148.0% | -99.2% | +247.2% | +151.6% |
| All | +149.4% | -99.2% | +248.6% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling