+43.0%
NVTS vs EXE
+17.8%
+25.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.1% |
| 7D | +3.5% | -2.7% | +6.2% | +3.9% |
| 30D | -11.9% | -0.4% | -11.6% | -11.9% |
| 3M | -49.2% | +9.5% | -58.7% | -50.1% |
| 6M | +38.4% | -9.3% | +47.8% | +40.2% |
| YTD | +62.5% | -10.9% | +73.4% | +64.6% |
| 1Y | +101.4% | +4.3% | +97.1% | +97.8% |
| All | +43.0% | +17.8% | +25.2% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling