+20.6%
EXE vs NVD
-99.1%
+119.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | +0.4% |
| 7D | -2.2% | +9.0% | -11.2% | -1.8% |
| 30D | -0.8% | -5.5% | +4.7% | -0.9% |
| 3M | +10.0% | -24.6% | +34.7% | +9.0% |
| 6M | -6.3% | -42.1% | +35.7% | -8.1% |
| YTD | -10.7% | -44.3% | +33.7% | -12.3% |
| 1Y | +2.7% | -54.2% | +56.9% | +0.1% |
| All | +20.6% | -99.1% | +119.7% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling