-9.4%
NVTS vs ET
+221.5%
-230.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.9% |
| 7D | +3.5% | +0.6% | +2.8% | +3.0% |
| 30D | -11.9% | +5.3% | -17.2% | -15.4% |
| 3M | -49.2% | +15.6% | -64.9% | -55.3% |
| 6M | +38.4% | +20.6% | +17.8% | +17.3% |
| YTD | +62.5% | +38.5% | +23.9% | +22.5% |
| 1Y | +101.4% | +35.7% | +65.7% | +55.0% |
| 3Y | +40.4% | +98.4% | -57.9% | -19.1% |
| All | -9.4% | +221.5% | -230.9% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling