+2,490.2%
NVDL vs EXPD
+72.2%
+2,418.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.2% |
| 7D | -10.3% | +2.0% | -12.3% | -11.4% |
| 30D | -7.1% | +4.4% | -11.5% | -9.4% |
| 3M | +6.6% | +15.7% | -9.1% | -2.2% |
| 6M | +21.1% | +37.5% | -16.4% | -0.7% |
| YTD | +15.2% | +29.9% | -14.7% | -4.2% |
| 1Y | +18.8% | +57.8% | -39.0% | -17.1% |
| 3Y | +649.9% | +71.6% | +578.3% | +352.3% |
| All | +2,490.2% | +72.2% | +2,418.0% | +1,361.8% |
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 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