+38.7%
EXPE vs NVT
+73.8%
-35.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.6% |
| 7D | -9.5% | +5.1% | -14.6% | -9.3% |
| 30D | -6.6% | -3.7% | -2.9% | -6.8% |
| 3M | +31.4% | -10.1% | +41.5% | +31.9% |
| 6M | +35.2% | +37.5% | -2.3% | +29.3% |
| YTD | +5.8% | +53.7% | -47.9% | -1.0% |
| 1Y | +38.7% | +70.9% | -32.2% | +32.1% |
| All | +38.7% | +73.8% | -35.1% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling