+13.1%
NVTS vs EXE
-23.9%
+37.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.4% |
| 7D | +3.9% | +5.3% | -1.4% | +3.7% |
| 30D | -4.3% | -2.2% | -2.1% | -4.4% |
| 3M | -34.5% | -5.9% | -28.6% | -34.6% |
| 6M | -57.7% | -5.7% | -52.0% | -57.9% |
| YTD | +25.4% | -17.8% | +43.2% | +28.5% |
| 1Y | +13.1% | -23.1% | +36.3% | +25.8% |
| All | +13.1% | -23.9% | +37.1% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling