+69.9%
EXPD vs NVDX
+815.5%
-745.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.3% |
| 7D | +1.2% | -0.9% | +2.0% | +1.2% |
| 30D | +5.2% | +3.0% | +2.2% | +5.0% |
| 3M | +13.2% | +6.8% | +6.4% | +12.7% |
| 6M | +30.3% | +28.6% | +1.7% | +28.5% |
| YTD | +27.0% | +17.0% | +10.0% | +25.5% |
| 1Y | +57.3% | +27.0% | +30.3% | +54.1% |
| All | +69.9% | +815.5% | -745.6% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling