+10,574.6%
NVDA vs EXPD
+304.0%
+10,270.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.0% | +4.3% |
| 7D | -8.8% | -7.2% | -1.6% | -4.1% |
| 30D | -21.4% | -3.3% | -18.1% | -19.6% |
| 3M | -14.7% | +3.4% | -18.1% | -16.7% |
| 6M | -10.0% | +22.7% | -32.7% | -22.1% |
| YTD | +0.3% | +24.5% | -24.2% | -16.7% |
| 1Y | -0.5% | +38.6% | -39.2% | -23.9% |
| 3Y | +309.2% | +71.5% | +237.7% | +148.7% |
| 5Y | +530.1% | +56.2% | +473.8% | +310.3% |
| All | +10,574.6% | +304.0% | +10,270.5% | +3,843.5% |
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