-20.1%
NVDL vs ETR
+18.4%
-38.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.7% | -8.8% | -5.7% |
| 7D | -14.0% | +3.7% | -17.8% | -13.6% |
| 30D | -31.2% | +11.0% | -42.2% | -30.5% |
| 3M | -15.5% | +3.4% | -18.9% | -15.2% |
| 6M | -10.3% | -3.3% | -7.0% | -9.6% |
| YTD | -5.8% | +23.3% | -29.0% | -13.8% |
| 1Y | -20.1% | +19.2% | -39.3% | -25.7% |
| All | -20.1% | +18.4% | -38.5% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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