-21.3%
NVTS vs EXPE
+58.4%
-79.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.0% | +6.3% |
| 7D | +7.9% | -17.8% | +25.7% | +18.2% |
| 30D | +0.8% | -3.2% | +4.0% | +1.5% |
| 3M | -26.0% | -19.0% | -7.0% | -20.1% |
| 6M | -55.5% | +17.7% | -73.3% | -61.1% |
| YTD | +41.0% | -7.8% | +48.8% | +34.0% |
| 1Y | +10.4% | -1.4% | +11.8% | +0.1% |
| 3Y | +60.9% | +121.9% | -61.1% | -19.9% |
| 5Y | -42.8% | +44.3% | -87.0% | -67.0% |
| All | -21.3% | +58.4% | -79.7% | -53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling