-12.9%
NVTS vs EXE
+99.1%
-112.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.1% | -3.9% |
| 7D | +0.5% | -2.2% | +2.7% | +1.0% |
| 30D | -18.0% | -0.8% | -17.2% | -17.9% |
| 3M | -45.6% | +10.0% | -55.7% | -47.3% |
| 6M | +28.5% | -6.3% | +34.8% | +30.3% |
| YTD | +56.2% | -10.7% | +66.8% | +59.2% |
| 1Y | +97.7% | +2.7% | +95.0% | +92.2% |
| 3Y | +35.0% | +19.1% | +15.9% | +19.1% |
| All | -12.9% | +99.1% | -112.0% | -24.7% |
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