-9.1%
NVTS vs ET
+219.6%
-228.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.9% |
| 7D | -1.4% | +0.2% | -1.7% | -1.7% |
| 30D | -16.5% | +2.9% | -19.4% | -18.4% |
| 3M | -47.6% | +16.8% | -64.4% | -54.3% |
| 6M | +7.3% | +18.9% | -11.6% | -8.3% |
| YTD | +62.9% | +37.7% | +25.2% | +23.3% |
| 1Y | +91.3% | +32.4% | +58.8% | +50.1% |
| 3Y | +43.4% | +99.5% | -56.1% | -17.8% |
| All | -9.1% | +219.6% | -228.7% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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