-61.4%
NVD vs ET
+31.4%
-92.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -11.1% | +0.9% | -12.0% | -11.3% |
| 30D | -13.3% | +7.5% | -20.7% | -14.6% |
| 3M | -19.8% | +11.4% | -31.2% | -22.0% |
| 6M | -48.8% | +18.5% | -67.3% | -49.8% |
| YTD | -49.7% | +37.4% | -87.0% | -45.3% |
| 1Y | -61.4% | +30.9% | -92.3% | -57.6% |
| All | -61.4% | +31.4% | -92.7% | -57.6% |
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