+105.4%
EXE vs NVT
+399.9%
-294.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | -2.2% | +2.0% | -4.2% | -2.6% |
| 30D | -0.8% | -7.2% | +6.4% | +0.4% |
| 3M | +10.0% | -0.9% | +10.9% | +9.2% |
| 6M | -6.3% | +42.6% | -48.9% | -16.1% |
| YTD | -10.7% | +52.9% | -63.6% | -22.0% |
| 1Y | +2.7% | +64.5% | -61.8% | -12.9% |
| 3Y | +19.1% | +178.0% | -158.9% | -19.8% |
| 5Y | +105.4% | +402.8% | -297.4% | +2.4% |
| All | +105.4% | +399.9% | -294.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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