+2,494.2%
EXPD vs NVMI
+1,709.4%
+784.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | -7.4% | +7.6% | -15.0% | -8.0% |
| 30D | -2.1% | -7.7% | +5.6% | -1.6% |
| 3M | +5.7% | -15.4% | +21.1% | +6.9% |
| 6M | +21.4% | -37.5% | +58.9% | +25.1% |
| YTD | +27.6% | -0.8% | +28.4% | +26.0% |
| 1Y | +36.1% | +2.4% | +33.7% | +33.9% |
| 3Y | +69.9% | +191.5% | -121.6% | +49.6% |
| 5Y | +59.7% | +156.3% | -96.7% | +40.9% |
| 10Y | +323.0% | +2,539.4% | -2,216.3% | +211.6% |
| All | +2,494.2% | +1,709.4% | +784.7% | +1,427.2% |
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