-9.1%
NVTS vs ETR
+145.1%
-154.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | -1.4% | -1.8% | +0.4% | -1.3% |
| 30D | -16.5% | -1.8% | -14.8% | -16.4% |
| 3M | -47.6% | -3.6% | -44.1% | -47.6% |
| 6M | +7.3% | +2.6% | +4.7% | +7.3% |
| YTD | +62.9% | +16.0% | +46.9% | +62.0% |
| 1Y | +91.3% | +20.1% | +71.1% | +91.0% |
| 3Y | +43.4% | +143.6% | -100.2% | +40.0% |
| All | -9.1% | +145.1% | -154.2% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling