+22.1%
EXE vs NVD
-99.2%
+121.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.5% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | -0.4% | -9.3% | +8.9% | -0.7% |
| 3M | +9.5% | -22.1% | +31.6% | +8.7% |
| 6M | -9.3% | -45.8% | +36.5% | -11.3% |
| YTD | -10.9% | -46.7% | +35.8% | -12.7% |
| 1Y | +4.3% | -59.5% | +63.8% | +1.1% |
| 3Y | +18.8% | -99.2% | +118.0% | +8.5% |
| All | +22.1% | -99.2% | +121.3% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling