+2,788.3%
NVDL vs EXPD
+68.8%
+2,719.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.1% |
| 7D | +11.7% | -1.1% | +12.8% | +12.4% |
| 30D | +7.8% | +4.1% | +3.8% | +5.4% |
| 3M | +3.3% | +17.9% | -14.6% | -6.1% |
| 6M | +38.9% | +29.2% | +9.7% | +18.3% |
| YTD | +28.5% | +27.4% | +1.1% | +8.1% |
| 1Y | +40.6% | +56.8% | -16.2% | -2.0% |
| 3Y | +648.7% | +68.0% | +580.7% | +357.5% |
| All | +2,788.3% | +68.8% | +2,719.5% | +1,549.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling