+158.5%
EXPE vs NVD
-99.1%
+257.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | +2.0% |
| 7D | -8.7% | +9.0% | -17.7% | -7.8% |
| 30D | -13.6% | -5.5% | -8.2% | -13.9% |
| 3M | +26.6% | -24.6% | +51.3% | +23.6% |
| 6M | +19.9% | -42.1% | +62.0% | +14.4% |
| YTD | -1.7% | -44.3% | +42.6% | -6.1% |
| 1Y | +29.4% | -54.2% | +83.6% | +21.9% |
| 3Y | +155.7% | -99.1% | +254.8% | +60.7% |
| All | +158.5% | -99.1% | +257.6% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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