+14,981.8%
NVDA vs EXPD
+314.6%
+14,667.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | +5.9% | -1.1% | +7.0% | +6.7% |
| 30D | +5.1% | +4.1% | +1.0% | +2.3% |
| 3M | +5.4% | +17.9% | -12.6% | -6.1% |
| 6M | +26.0% | +29.2% | -3.2% | +4.3% |
| YTD | +23.7% | +27.4% | -3.7% | +1.2% |
| 1Y | +34.4% | +56.8% | -22.5% | -7.6% |
| 3Y | +375.8% | +68.0% | +307.8% | +195.1% |
| 5Y | +911.8% | +61.9% | +849.9% | +540.7% |
| All | +14,981.8% | +314.6% | +14,667.2% | +4,918.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling