+730.1%
NVT vs ETR
+266.0%
+464.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.9% |
| 7D | +7.0% | +0.4% | +6.6% | +6.8% |
| 30D | -2.3% | +2.0% | -4.4% | -3.2% |
| 3M | -3.1% | -1.7% | -1.4% | -2.4% |
| 6M | +47.0% | +3.6% | +43.4% | +43.3% |
| YTD | +56.2% | +18.0% | +38.2% | +42.4% |
| 1Y | +74.5% | +26.2% | +48.3% | +53.8% |
| 3Y | +184.0% | +148.0% | +36.0% | +73.6% |
| 5Y | +410.8% | +126.1% | +284.7% | +221.2% |
| All | +730.1% | +266.0% | +464.1% | +439.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling