+717.0%
NVT vs EXPD
+222.4%
+494.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.1% |
| 7D | +5.1% | -1.1% | +6.2% | +5.8% |
| 30D | -3.7% | +4.1% | -7.8% | -5.8% |
| 3M | -10.1% | +17.9% | -28.1% | -18.2% |
| 6M | +37.5% | +29.2% | +8.2% | +18.1% |
| YTD | +53.7% | +27.4% | +26.4% | +31.2% |
| 1Y | +70.9% | +56.8% | +14.0% | +27.4% |
| 3Y | +180.4% | +68.0% | +112.4% | +95.4% |
| 5Y | +393.5% | +61.9% | +331.6% | +241.2% |
| All | +717.0% | +222.4% | +494.6% | +261.0% |
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 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