+19.9%
EXE vs NVD
-99.1%
+119.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -3.1% | +10.8% | -14.0% | -2.7% |
| 30D | -0.9% | +0.8% | -1.7% | -0.8% |
| 3M | +9.6% | -20.8% | +30.4% | +8.8% |
| 6M | -11.6% | -41.2% | +29.5% | -13.2% |
| YTD | -12.6% | -44.2% | +31.6% | -14.1% |
| 1Y | +1.2% | -54.2% | +55.3% | -1.3% |
| 3Y | +18.0% | -99.1% | +117.2% | +7.9% |
| All | +19.9% | -99.1% | +119.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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