+326.6%
EXPD vs NVMI
+2,494.8%
-2,168.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.5% | +0.1% |
| 7D | +5.5% | +1.5% | +4.0% | +5.2% |
| 30D | -0.8% | -4.1% | +3.3% | -0.4% |
| 3M | +4.1% | -22.8% | +26.9% | +8.2% |
| 6M | +25.7% | -36.9% | +62.6% | +33.3% |
| YTD | +31.4% | -3.2% | +34.6% | +27.2% |
| 1Y | +42.2% | +7.1% | +35.1% | +34.6% |
| 3Y | +77.2% | +181.5% | -104.3% | +26.0% |
| 5Y | +61.0% | +141.2% | -80.2% | +14.9% |
| All | +326.6% | +2,494.8% | -2,168.1% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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