+40.6%
NVDL vs ET
+31.4%
+9.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.7% |
| 7D | +11.7% | +0.9% | +10.8% | +11.9% |
| 30D | +7.8% | +7.5% | +0.4% | +9.6% |
| 3M | +3.3% | +11.4% | -8.1% | +6.4% |
| 6M | +38.9% | +18.5% | +20.4% | +41.5% |
| YTD | +28.5% | +37.4% | -8.9% | +18.5% |
| 1Y | +40.6% | +30.9% | +9.7% | +29.6% |
| All | +40.6% | +31.4% | +9.2% | +29.6% |
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