+159.2%
EXPE vs NVT
+694.8%
-535.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.6% |
| 7D | -8.7% | +2.0% | -10.7% | -9.8% |
| 30D | -13.6% | -7.2% | -6.5% | -11.4% |
| 3M | +26.6% | -0.9% | +27.5% | +22.4% |
| 6M | +19.9% | +42.6% | -22.6% | -6.5% |
| YTD | -1.7% | +52.9% | -54.6% | -27.5% |
| 1Y | +29.4% | +64.5% | -35.0% | -9.6% |
| 3Y | +155.7% | +178.0% | -22.3% | +19.0% |
| 5Y | +93.1% | +402.8% | -309.7% | -40.0% |
| All | +159.2% | +694.8% | -535.6% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling