+489.9%
NVT vs EXPD
+223.1%
+266.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -13.0% | -7.4% | -5.6% | -8.8% |
| 30D | -32.7% | -2.1% | -30.6% | -31.6% |
| 3M | -30.6% | +5.7% | -36.3% | -32.5% |
| 6M | -33.6% | +21.4% | -55.0% | -40.4% |
| YTD | +11.0% | +27.6% | -16.6% | -5.2% |
| 1Y | +0.8% | +36.1% | -35.4% | -17.2% |
| 3Y | +125.7% | +69.9% | +55.8% | +56.6% |
| 5Y | +231.1% | +59.7% | +171.5% | +133.5% |
| All | +489.9% | +223.1% | +266.9% | +161.0% |
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