-30.1%
NVTS vs EXPE
+57.3%
-87.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -5.8% |
| 7D | +3.9% | -0.5% | +4.4% | +4.3% |
| 30D | -4.3% | -6.1% | +1.8% | -2.3% |
| 3M | -34.5% | -21.3% | -13.2% | -28.3% |
| 6M | -57.7% | +19.0% | -76.7% | -63.2% |
| YTD | +25.4% | -8.4% | +33.8% | +19.5% |
| 1Y | +13.1% | -2.8% | +15.9% | +3.4% |
| 3Y | +48.9% | +120.8% | -71.8% | -25.7% |
| 5Y | -51.8% | +46.2% | -98.0% | -71.9% |
| All | -30.1% | +57.3% | -87.4% | -58.2% |
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