+235.9%
NVDA vs EXPD
+75.3%
+160.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -12.7% | +5.5% | -18.3% | -13.8% |
| 30D | -26.4% | -0.8% | -25.6% | -26.2% |
| 3M | -27.6% | +4.1% | -31.8% | -28.2% |
| 6M | -27.7% | +25.7% | -53.4% | -31.0% |
| YTD | -12.5% | +31.4% | -43.9% | -17.8% |
| 1Y | -12.6% | +42.2% | -54.8% | -20.0% |
| 3Y | +235.9% | +77.2% | +158.8% | +184.9% |
| All | +235.9% | +75.3% | +160.7% | +184.9% |
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