-55.6%
NVTS vs ETR
+157.6%
-213.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.4% |
| 7D | +3.9% | +1.2% | +2.8% | +3.9% |
| 30D | -4.3% | +7.0% | -11.3% | -4.8% |
| 3M | -34.5% | +4.6% | -39.1% | -34.7% |
| 6M | -57.7% | +0.1% | -57.9% | -57.8% |
| YTD | +25.4% | +23.2% | +2.2% | +24.4% |
| 1Y | +13.1% | +20.6% | -7.4% | +12.4% |
| 3Y | +48.9% | +156.3% | -107.3% | +47.3% |
| All | -55.6% | +157.6% | -213.2% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling