-10.8%
NVTS vs EXPE
+48.9%
-59.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +10.5% | -1.5% | +10.7% |
| 7D | -0.3% | +14.6% | -15.0% | +2.1% |
| 30D | -24.4% | +21.4% | -45.8% | -21.7% |
| 3M | -26.5% | +1.4% | -27.8% | -26.1% |
| 6M | -41.4% | +28.6% | -70.0% | -38.1% |
| YTD | +30.7% | +12.1% | +18.5% | +33.2% |
| 1Y | -10.8% | +50.0% | -60.8% | -1.7% |
| All | -10.8% | +48.9% | -59.7% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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