+67.9%
EXPD vs NVMI
+212.4%
-144.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.9% | -1.6% |
| 7D | -0.9% | +11.7% | -12.6% | -2.0% |
| 30D | +4.1% | -4.0% | +8.1% | +4.4% |
| 3M | +13.8% | -25.8% | +39.5% | +16.3% |
| 6M | +27.3% | -8.3% | +35.6% | +26.6% |
| YTD | +25.4% | +14.8% | +10.6% | +21.8% |
| 1Y | +54.4% | +37.9% | +16.5% | +46.2% |
| 3Y | +67.9% | +216.3% | -148.4% | +29.6% |
| All | +67.9% | +212.4% | -144.5% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling