-6.3%
NVTS vs ETR
+152.5%
-158.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.6% |
| 7D | +9.7% | +1.4% | +8.3% | +9.6% |
| 30D | -13.6% | +1.9% | -15.5% | -13.7% |
| 3M | -51.0% | +1.0% | -52.0% | -51.1% |
| 6M | +46.3% | +4.8% | +41.5% | +46.0% |
| YTD | +68.1% | +19.5% | +48.5% | +66.8% |
| 1Y | +113.9% | +28.1% | +85.8% | +113.5% |
| 3Y | +45.3% | +151.1% | -105.9% | +41.5% |
| All | -6.3% | +152.5% | -158.8% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling