+0.6%
NVD vs EXPD
+20.5%
-20.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -7.2% |
| 7D | +16.8% | -7.2% | +24.0% | +10.9% |
| 30D | +54.3% | -3.3% | +57.6% | +49.1% |
| 3M | +24.3% | +3.4% | +20.9% | +24.9% |
| 6M | +0.6% | +22.7% | -22.1% | +7.3% |
| All | +0.6% | +20.5% | -20.0% | +7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling