-30.1%
NVTS vs EXE
+83.2%
-113.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.6% |
| 7D | +3.9% | +5.3% | -1.4% | +2.5% |
| 30D | -4.3% | -2.2% | -2.1% | -3.8% |
| 3M | -34.5% | -5.9% | -28.6% | -33.6% |
| 6M | -57.7% | -5.7% | -52.0% | -57.4% |
| YTD | +25.4% | -17.8% | +43.2% | +30.6% |
| 1Y | +13.1% | -23.1% | +36.3% | +20.4% |
| 3Y | +48.9% | +21.2% | +27.7% | +29.4% |
| 5Y | -51.8% | +78.8% | -130.6% | -57.5% |
| All | -30.1% | +83.2% | -113.2% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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