-99.2%
NVD vs EXPD
+70.0%
-169.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.0% |
| 7D | -11.1% | -1.1% | -10.0% | -11.5% |
| 30D | -13.3% | +4.1% | -17.3% | -11.6% |
| 3M | -19.8% | +17.9% | -37.7% | -13.6% |
| 6M | -48.8% | +29.2% | -78.0% | -42.7% |
| YTD | -49.7% | +27.4% | -77.0% | -43.6% |
| 1Y | -61.4% | +56.8% | -118.2% | -51.0% |
| 3Y | -99.1% | +68.0% | -167.2% | -98.6% |
| All | -99.2% | +70.0% | -169.2% | -98.7% |
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 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