+179.3%
EXE vs NVT
+647.1%
-467.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -0.6% |
| 7D | -1.8% | +10.4% | -12.2% | -3.9% |
| 30D | +6.4% | -1.3% | +7.7% | +6.4% |
| 3M | +9.2% | -0.6% | +9.9% | +8.3% |
| 6M | -7.0% | +53.8% | -60.8% | -18.7% |
| YTD | -9.5% | +60.2% | -69.6% | -22.3% |
| 1Y | +6.2% | +76.8% | -70.6% | -12.3% |
| 3Y | +20.7% | +191.2% | -170.5% | -20.8% |
| 5Y | +103.6% | +430.9% | -327.3% | -1.1% |
| All | +179.3% | +647.1% | -467.9% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling