+154.8%
EXPE vs NVD
-99.1%
+253.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.5% |
| 7D | -11.5% | +0.5% | -12.0% | -11.4% |
| 30D | -13.1% | -9.3% | -3.8% | -13.7% |
| 3M | +18.1% | -22.1% | +40.2% | +15.9% |
| 6M | +13.3% | -45.8% | +59.1% | +7.2% |
| YTD | -3.2% | -46.7% | +43.5% | -8.0% |
| 1Y | +26.1% | -59.5% | +85.6% | +17.0% |
| All | +154.8% | -99.1% | +253.9% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling