-10.8%
NVTS vs ETR
+18.4%
-29.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.7% | +6.3% | +7.8% |
| 7D | -0.3% | +3.7% | -4.0% | -1.9% |
| 30D | -24.4% | +11.0% | -35.4% | -27.8% |
| 3M | -26.5% | +3.4% | -29.9% | -27.6% |
| 6M | -41.4% | -3.3% | -38.1% | -41.4% |
| YTD | +30.7% | +23.3% | +7.4% | +11.5% |
| 1Y | -10.8% | +19.2% | -30.0% | -19.1% |
| All | -10.8% | +18.4% | -29.2% | -19.1% |
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