+430.9%
NVT vs EXPD
+60.9%
+370.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.8% |
| 7D | +10.4% | -0.9% | +11.3% | +10.8% |
| 30D | -1.3% | +4.1% | -5.3% | -2.9% |
| 3M | -0.6% | +13.8% | -14.4% | -6.0% |
| 6M | +53.8% | +27.3% | +26.5% | +38.0% |
| YTD | +60.2% | +25.4% | +34.7% | +43.0% |
| 1Y | +76.8% | +54.4% | +22.4% | +42.0% |
| 3Y | +191.2% | +67.9% | +123.4% | +120.1% |
| 5Y | +430.9% | +59.2% | +371.8% | +294.8% |
| All | +430.9% | +60.9% | +370.0% | +294.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling