+93.1%
EXPE vs NVT
+399.9%
-306.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.3% |
| 7D | -8.7% | +2.0% | -10.7% | -9.5% |
| 30D | -13.6% | -7.2% | -6.5% | -12.0% |
| 3M | +26.6% | -0.9% | +27.5% | +23.5% |
| 6M | +19.9% | +42.6% | -22.6% | -1.9% |
| YTD | -1.7% | +52.9% | -54.6% | -23.3% |
| 1Y | +29.4% | +64.5% | -35.0% | -3.6% |
| 3Y | +155.7% | +178.0% | -22.3% | +27.2% |
| 5Y | +93.1% | +402.8% | -309.7% | -37.3% |
| All | +93.1% | +399.9% | -306.8% | -37.3% |
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