+295.7%
NVDL vs EXPD
+71.7%
+224.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.2% | -10.7% | -10.8% |
| 7D | -34.5% | -7.4% | -27.1% | -32.1% |
| 30D | -47.7% | -2.1% | -45.6% | -47.0% |
| 3M | -43.9% | +5.7% | -49.6% | -44.9% |
| 6M | -46.4% | +21.4% | -67.7% | -50.2% |
| YTD | -34.3% | +27.6% | -61.9% | -41.3% |
| 1Y | -44.0% | +36.1% | -80.1% | -51.9% |
| 3Y | +295.7% | +69.9% | +225.8% | +190.4% |
| All | +295.7% | +71.7% | +224.0% | +190.4% |
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