+154.8%
EXPE vs NVT
+184.0%
-29.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | -11.5% | +7.0% | -18.5% | -13.0% |
| 30D | -13.1% | -2.3% | -10.7% | -13.0% |
| 3M | +18.1% | -3.1% | +21.2% | +17.2% |
| 6M | +13.3% | +47.0% | -33.8% | -3.1% |
| YTD | -3.2% | +56.2% | -59.4% | -19.9% |
| 1Y | +26.1% | +74.5% | -48.4% | -0.8% |
| All | +154.8% | +184.0% | -29.3% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling