+325.0%
EXPD vs NTRS
+259.9%
+65.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.3% |
| 7D | +2.0% | +1.4% | +0.6% | +1.5% |
| 30D | +4.4% | -0.7% | +5.1% | +4.6% |
| 3M | +15.7% | +11.3% | +4.4% | +11.0% |
| 6M | +37.5% | +35.5% | +2.0% | +22.1% |
| YTD | +29.9% | +40.6% | -10.7% | +13.6% |
| 1Y | +57.8% | +49.2% | +8.6% | +34.6% |
| 3Y | +71.6% | +167.2% | -95.6% | +14.9% |
| 5Y | +62.2% | +94.9% | -32.7% | +19.5% |
| All | +325.0% | +259.9% | +65.1% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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