+34.4%
NVDA vs EXPD
+57.8%
-23.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | +5.9% | -1.1% | +7.0% | +5.9% |
| 30D | +5.1% | +4.1% | +1.0% | +5.1% |
| 3M | +5.4% | +17.9% | -12.6% | +6.0% |
| 6M | +26.0% | +29.2% | -3.2% | +27.6% |
| YTD | +23.7% | +27.4% | -3.7% | +26.9% |
| 1Y | +34.4% | +56.8% | -22.5% | +46.8% |
| All | +34.4% | +57.8% | -23.5% | +46.8% |
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