+45.3%
NVTS vs EXPE
+162.6%
-117.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.9% | +9.6% | +3.9% |
| 7D | +9.7% | -9.8% | +19.4% | +12.7% |
| 30D | -13.6% | -11.5% | -2.1% | -11.1% |
| 3M | -51.0% | +21.7% | -72.7% | -55.1% |
| 6M | +46.3% | +10.4% | +36.0% | +36.4% |
| YTD | +68.1% | -2.5% | +70.6% | +62.6% |
| 1Y | +113.9% | +27.3% | +86.6% | +77.3% |
| 3Y | +45.3% | +153.5% | -108.2% | -12.5% |
| All | +45.3% | +162.6% | -117.3% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling