+500.2%
NVT vs EXPD
+223.8%
+276.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.7% | +5.0% | +6.3% |
| 7D | -7.5% | -5.5% | -2.0% | -4.1% |
| 30D | -31.5% | -1.9% | -29.6% | -30.5% |
| 3M | -30.4% | +6.1% | -36.5% | -32.4% |
| 6M | -32.5% | +21.6% | -54.1% | -39.5% |
| YTD | +12.9% | +27.9% | -14.9% | -3.6% |
| 1Y | +3.7% | +39.4% | -35.7% | -16.0% |
| 3Y | +135.8% | +72.7% | +63.1% | +61.9% |
| 5Y | +232.7% | +60.3% | +172.4% | +134.0% |
| All | +500.2% | +223.8% | +276.5% | +165.2% |
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