-25.3%
NVTS vs EXPE
+59.2%
-84.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.5% | -5.5% | -5.3% |
| 7D | +21.6% | -4.2% | +25.8% | +23.7% |
| 30D | -8.5% | -4.5% | -4.0% | -7.4% |
| 3M | -31.4% | -19.7% | -11.7% | -25.6% |
| 6M | -50.3% | +18.3% | -68.6% | -56.7% |
| YTD | +33.9% | -7.3% | +41.2% | +27.0% |
| 1Y | +10.6% | -3.9% | +14.5% | +2.1% |
| 3Y | +52.7% | +123.0% | -70.3% | -24.1% |
| 5Y | -48.5% | +47.9% | -96.4% | -70.2% |
| All | -25.3% | +59.2% | -84.5% | -55.6% |
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