+730.1%
NVT vs EXPD
+221.6%
+508.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.7% | -3.2% |
| 7D | +7.0% | +1.2% | +5.8% | +6.3% |
| 30D | -2.3% | +5.2% | -7.5% | -5.0% |
| 3M | -3.1% | +13.2% | -16.3% | -9.8% |
| 6M | +47.0% | +30.3% | +16.7% | +25.7% |
| YTD | +56.2% | +27.0% | +29.2% | +33.4% |
| 1Y | +74.5% | +57.3% | +17.2% | +29.8% |
| 3Y | +184.0% | +70.0% | +114.0% | +96.2% |
| 5Y | +410.8% | +61.6% | +349.2% | +253.2% |
| All | +730.1% | +221.6% | +508.6% | +267.1% |
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