+70.8%
NVT vs ETR
+21.8%
+49.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +4.1% | -1.8% | +5.9% | +4.8% |
| 30D | -5.1% | -1.8% | -3.4% | -4.4% |
| 3M | -1.2% | -3.6% | +2.4% | 0.0% |
| 6M | +46.6% | +2.6% | +44.0% | +42.1% |
| YTD | +60.0% | +16.0% | +44.0% | +42.2% |
| 1Y | +70.8% | +20.1% | +50.7% | +54.8% |
| All | +70.8% | +21.8% | +49.0% | +54.8% |
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