-26.7%
NVTS vs EXPE
+54.7%
-81.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.1% |
| 7D | +9.6% | -11.2% | +20.8% | +16.1% |
| 30D | -13.0% | -7.5% | -5.5% | -10.6% |
| 3M | -28.8% | -19.1% | -9.7% | -23.1% |
| 6M | -48.5% | +10.7% | -59.2% | -53.8% |
| YTD | +31.4% | -9.9% | +41.3% | +26.1% |
| 1Y | -2.3% | -4.6% | +2.3% | -10.0% |
| 3Y | +49.8% | +116.8% | -67.0% | -24.6% |
| 5Y | -43.2% | +38.6% | -81.8% | -67.0% |
| All | -26.7% | +54.7% | -81.5% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling