-98.6%
NVD vs EXPD
+76.2%
-174.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.5% | +9.3% |
| 7D | +17.0% | +3.6% | +13.4% | +18.8% |
| 30D | +77.3% | +0.3% | +77.0% | +78.0% |
| 3M | +61.6% | +6.1% | +55.5% | +66.4% |
| 6M | +40.7% | +27.4% | +13.3% | +57.2% |
| YTD | -10.5% | +32.0% | -42.5% | +2.2% |
| 1Y | -6.1% | +40.5% | -46.7% | +11.4% |
| 3Y | -98.4% | +75.7% | -174.1% | -97.5% |
| All | -98.6% | +76.2% | -174.8% | -97.7% |
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