-55.6%
NVTS vs EXPD
+60.9%
-116.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.0% |
| 7D | +3.9% | +5.5% | -1.6% | -0.6% |
| 30D | -4.3% | -0.8% | -3.5% | -3.2% |
| 3M | -34.5% | +4.1% | -38.6% | -36.5% |
| 6M | -57.7% | +25.7% | -83.4% | -65.7% |
| YTD | +25.4% | +31.4% | -6.1% | -3.9% |
| 1Y | +13.1% | +42.2% | -29.0% | -19.6% |
| 3Y | +48.9% | +77.2% | -28.3% | -19.2% |
| All | -55.6% | +60.9% | -116.5% | -75.7% |
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 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