+309.2%
NVDA vs EXPD
+68.8%
+240.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.0% | +3.3% |
| 7D | -8.8% | -7.2% | -1.6% | -7.2% |
| 30D | -21.4% | -3.3% | -18.1% | -20.7% |
| 3M | -14.7% | +3.4% | -18.1% | -15.1% |
| 6M | -10.0% | +22.7% | -32.7% | -13.6% |
| YTD | +0.3% | +24.5% | -24.2% | -4.7% |
| 1Y | -0.5% | +38.6% | -39.2% | -8.6% |
| 3Y | +309.2% | +71.5% | +237.7% | +245.1% |
| All | +309.2% | +68.8% | +240.3% | +245.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling