-61.3%
NVD vs EXPD
+55.4%
-116.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +3.9% |
| 7D | -7.7% | -0.9% | -6.7% | -7.6% |
| 30D | -5.8% | +4.1% | -9.9% | -6.0% |
| 3M | -23.2% | +13.8% | -37.0% | -24.2% |
| 6M | -49.7% | +27.3% | -77.0% | -51.2% |
| YTD | -47.7% | +25.4% | -73.1% | -50.6% |
| 1Y | -61.3% | +54.4% | -115.7% | -67.9% |
| All | -61.3% | +55.4% | -116.8% | -67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling