+1,323.1%
NVDL vs EXPD
+74.9%
+1,248.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.6% | -9.5% | -9.3% |
| 7D | -17.5% | +3.6% | -21.1% | -19.3% |
| 30D | -49.2% | +0.3% | -49.5% | -49.1% |
| 3M | -49.0% | +6.1% | -55.0% | -50.5% |
| 6M | -50.9% | +27.4% | -78.3% | -57.3% |
| YTD | -36.7% | +32.0% | -68.7% | -47.7% |
| 1Y | -43.0% | +40.5% | -83.5% | -55.3% |
| 3Y | +281.1% | +75.7% | +205.4% | +126.5% |
| All | +1,323.1% | +74.9% | +1,248.2% | +698.1% |
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 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