+3.6%
NVT vs ETR
+18.4%
-14.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +2.7% | -15.5% | -13.5% |
| 7D | -19.5% | +3.7% | -23.2% | -20.6% |
| 30D | -32.4% | +11.0% | -43.4% | -35.4% |
| 3M | -30.3% | +3.4% | -33.8% | -31.3% |
| 6M | -30.4% | -3.3% | -27.2% | -29.4% |
| YTD | +11.3% | +23.3% | -11.9% | -9.1% |
| 1Y | +3.6% | +19.2% | -15.6% | -12.7% |
| All | +3.6% | +18.4% | -14.8% | -12.7% |
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