+47.9%
EXPE vs NVT
+233.5%
-185.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.8% |
| 7D | -4.2% | +17.4% | -21.6% | -8.6% |
| 30D | -4.5% | -28.4% | +23.8% | +3.4% |
| 3M | -19.7% | -32.4% | +12.7% | -12.3% |
| 6M | +18.3% | -32.2% | +50.4% | +26.6% |
| YTD | -7.3% | +14.0% | -21.3% | -23.4% |
| 1Y | -3.9% | +4.3% | -8.2% | -17.4% |
| 3Y | +123.0% | +131.7% | -8.7% | +7.2% |
| 5Y | +47.9% | +232.4% | -184.5% | -51.3% |
| All | +47.9% | +233.5% | -185.6% | -51.3% |
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 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