+2,672.5%
NVDL vs EXPE
+178.4%
+2,494.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.9% | +3.9% | -0.4% |
| 7D | +7.3% | -9.8% | +17.1% | +12.3% |
| 30D | -0.7% | -11.5% | +10.8% | +3.7% |
| 3M | +9.5% | +21.7% | -12.2% | -4.2% |
| 6M | +41.6% | +10.4% | +31.2% | +28.6% |
| YTD | +23.3% | -2.5% | +25.9% | +17.6% |
| 1Y | +40.3% | +27.3% | +12.9% | +10.6% |
| 3Y | +692.2% | +153.5% | +538.7% | +304.3% |
| All | +2,672.5% | +178.4% | +2,494.1% | +1,097.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXPE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling