-6.3%
NVTS vs EXPD
+65.4%
-71.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +3.0% |
| 7D | +9.7% | -0.9% | +10.6% | +10.5% |
| 30D | -13.6% | +4.1% | -17.7% | -16.5% |
| 3M | -51.0% | +13.8% | -64.8% | -56.5% |
| 6M | +46.3% | +27.3% | +19.1% | +18.0% |
| YTD | +68.1% | +25.4% | +42.6% | +34.5% |
| 1Y | +113.9% | +54.4% | +59.5% | +37.1% |
| 3Y | +45.3% | +67.9% | -22.6% | -16.4% |
| All | -6.3% | +65.4% | -71.6% | -46.0% |
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