-7.8%
NVTS vs EXPE
+81.7%
-89.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +7.1% |
| 7D | +2.7% | -9.5% | +12.2% | +7.6% |
| 30D | -4.5% | -6.6% | +2.2% | -2.1% |
| 3M | -61.5% | +31.4% | -92.9% | -67.5% |
| 6M | +28.0% | +35.2% | -7.2% | +2.8% |
| YTD | +65.3% | +5.8% | +59.5% | +49.5% |
| 1Y | +113.0% | +38.7% | +74.3% | +57.6% |
| 3Y | +34.7% | +175.8% | -141.1% | -40.0% |
| All | -7.8% | +81.7% | -89.5% | -47.7% |
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