-7.8%
NVTS vs EXE
+101.2%
-109.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.6% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -4.5% | +8.5% | -12.9% | -6.8% |
| 3M | -61.5% | +5.5% | -67.0% | -62.2% |
| 6M | +28.0% | -5.9% | +33.9% | +29.6% |
| YTD | +65.3% | -9.7% | +75.0% | +68.0% |
| 1Y | +113.0% | +3.6% | +109.4% | +106.6% |
| 3Y | +34.7% | +18.0% | +16.7% | +19.4% |
| All | -7.8% | +101.2% | -109.1% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling