+113.0%
NVTS vs ETR
+23.8%
+89.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.6% |
| 7D | +2.7% | +1.4% | +1.3% | +1.7% |
| 30D | -4.5% | +1.0% | -5.4% | -5.0% |
| 3M | -61.5% | -1.3% | -60.3% | -61.9% |
| 6M | +28.0% | +1.9% | +26.1% | +25.4% |
| YTD | +65.3% | +18.2% | +47.1% | +28.3% |
| 1Y | +113.0% | +24.7% | +88.3% | +67.9% |
| All | +113.0% | +23.8% | +89.2% | +67.9% |
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