+59.1%
NVTS vs EXPD
+76.1%
-17.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.6% | -5.5% |
| 7D | +21.6% | +3.6% | +18.0% | +18.7% |
| 30D | -8.5% | +0.3% | -8.8% | -8.4% |
| 3M | -31.4% | +6.1% | -37.4% | -33.9% |
| 6M | -50.3% | +27.4% | -77.7% | -58.2% |
| YTD | +33.9% | +32.0% | +1.9% | +8.5% |
| 1Y | +10.6% | +40.5% | -29.9% | -14.3% |
| All | +59.1% | +76.1% | -17.0% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling