-30.2%
NVD vs ET
+24.7%
-54.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.5% | +9.9% | +7.0% |
| 7D | +15.0% | -6.0% | +21.0% | +16.2% |
| 30D | +39.3% | -6.1% | +45.4% | +41.2% |
| 3M | +3.1% | -2.7% | +5.8% | +3.2% |
| 6M | -19.0% | +0.2% | -19.2% | -20.4% |
| YTD | -35.5% | +24.3% | -59.9% | -31.6% |
| 1Y | -30.2% | +26.4% | -56.6% | -24.0% |
| All | -30.2% | +24.7% | -54.9% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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