+2,431.4%
EXPD vs NVMI
+1,639.9%
+791.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.7% | -14.0% | -3.3% |
| 7D | -7.2% | +0.3% | -7.5% | -7.3% |
| 30D | -3.3% | -17.1% | +13.8% | -1.9% |
| 3M | +3.4% | -17.9% | +21.3% | +4.8% |
| 6M | +22.7% | -41.4% | +64.1% | +27.1% |
| YTD | +24.5% | -4.6% | +29.2% | +23.4% |
| 1Y | +38.6% | -0.3% | +38.9% | +36.7% |
| 3Y | +71.5% | +214.5% | -143.0% | +50.0% |
| 5Y | +56.2% | +148.5% | -92.2% | +38.3% |
| 10Y | +310.5% | +2,435.9% | -2,125.4% | +203.4% |
| All | +2,431.4% | +1,639.9% | +791.5% | +1,395.3% |
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