-9.4%
NVTS vs EXPE
+66.2%
-75.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | +3.5% | -11.5% | +15.0% | +9.2% |
| 30D | -11.9% | -13.1% | +1.1% | -6.9% |
| 3M | -49.2% | +18.1% | -67.4% | -54.9% |
| 6M | +38.4% | +13.3% | +25.2% | +22.6% |
| YTD | +62.5% | -3.2% | +65.7% | +52.7% |
| 1Y | +101.4% | +26.1% | +75.2% | +55.5% |
| 3Y | +40.4% | +151.7% | -111.3% | -34.9% |
| All | -9.4% | +66.2% | -75.6% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling