+420.3%
NVT vs ETR
+122.3%
+298.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.1% |
| 6M | +46.6% | +2.6% | +44.0% | +44.3% |
| YTD | +60.0% | +16.0% | +44.0% | +50.1% |
| 1Y | +70.8% | +20.1% | +50.7% | +58.2% |
| 3Y | +187.5% | +143.6% | +44.0% | +108.5% |
| All | +420.3% | +122.3% | +298.0% | +276.2% |
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