+2,488.8%
EXPD vs NVMI
+1,967.2%
+521.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.4% |
| 7D | -1.1% | +6.6% | -7.7% | -1.7% |
| 30D | +4.1% | -7.5% | +11.6% | +4.7% |
| 3M | +17.9% | -28.5% | +46.4% | +20.7% |
| 6M | +29.2% | -15.7% | +45.0% | +29.9% |
| YTD | +27.4% | +13.3% | +14.0% | +24.7% |
| 1Y | +56.8% | +48.3% | +8.6% | +49.5% |
| 3Y | +68.0% | +191.2% | -123.2% | +48.2% |
| 5Y | +61.9% | +268.7% | -206.8% | +39.1% |
| 10Y | +316.0% | +3,034.8% | -2,718.8% | +202.9% |
| All | +2,488.8% | +1,967.2% | +521.6% | +1,410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling