+67.8%
EXPD vs NTRS
+161.8%
-94.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.2% | +0.9% | +0.3% | +0.9% |
| 30D | +5.2% | -1.2% | +6.4% | +5.6% |
| 3M | +13.2% | +8.8% | +4.4% | +9.9% |
| 6M | +30.3% | +34.7% | -4.4% | +17.5% |
| YTD | +27.0% | +37.2% | -10.2% | +13.6% |
| 1Y | +57.3% | +46.3% | +11.0% | +37.5% |
| All | +67.8% | +161.8% | -94.0% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling