+855.0%
EXPE vs NVMI
+12,303.3%
-11,448.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.5% |
| 7D | -9.5% | +6.6% | -16.1% | -10.4% |
| 30D | -6.6% | -7.5% | +0.9% | -5.7% |
| 3M | +31.4% | -28.5% | +59.9% | +36.3% |
| 6M | +35.2% | -15.7% | +50.9% | +35.7% |
| YTD | +5.8% | +13.3% | -7.5% | +1.0% |
| 1Y | +38.7% | +48.3% | -9.6% | +26.1% |
| 3Y | +175.8% | +191.2% | -15.5% | +120.1% |
| 5Y | +111.8% | +268.7% | -156.8% | +62.5% |
| 10Y | +179.7% | +3,034.8% | -2,855.1% | +65.9% |
| All | +855.0% | +12,303.3% | -11,448.3% | +361.6% |
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