+2,490.2%
NVDL vs ETR
+100.0%
+2,390.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -10.3% | -1.8% | -8.5% | -10.4% |
| 30D | -7.1% | -1.8% | -5.4% | -7.2% |
| 3M | +6.6% | -3.6% | +10.2% | +6.4% |
| 6M | +21.1% | +2.6% | +18.4% | +21.2% |
| YTD | +15.2% | +16.0% | -0.8% | +16.0% |
| 1Y | +18.8% | +20.1% | -1.3% | +19.8% |
| 3Y | +649.9% | +143.6% | +506.3% | +917.1% |
| All | +2,490.2% | +100.0% | +2,390.1% | +3,876.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling