-99.1%
NVD vs EXPD
+73.4%
-172.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | +1.0% |
| 7D | +10.8% | +2.0% | +8.8% | +11.8% |
| 30D | +0.8% | +4.4% | -3.6% | +2.7% |
| 3M | -20.8% | +15.7% | -36.6% | -15.4% |
| 6M | -41.2% | +37.5% | -78.6% | -32.2% |
| YTD | -44.2% | +29.9% | -74.1% | -37.0% |
| 1Y | -54.2% | +57.8% | -111.9% | -42.1% |
| 3Y | -99.1% | +71.6% | -170.8% | -98.6% |
| All | -99.1% | +73.4% | -172.6% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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