-98.8%
NVD vs EXPD
+70.7%
-169.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.7% | +6.0% | +9.9% |
| 7D | +23.8% | -5.5% | +29.3% | +21.0% |
| 30D | +57.0% | -1.9% | +58.9% | +55.9% |
| 3M | +41.6% | +6.1% | +35.5% | +45.7% |
| 6M | +17.6% | +21.6% | -4.0% | +28.6% |
| YTD | -21.4% | +27.9% | -49.3% | -11.6% |
| 1Y | -23.3% | +39.4% | -62.7% | -8.8% |
| 3Y | -98.7% | +72.7% | -171.3% | -97.9% |
| All | -98.8% | +70.7% | -169.5% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling