+60.1%
EXPD vs NTRS
+64.9%
-4.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | +5.5% | +3.2% | +2.3% | +4.4% |
| 30D | -0.8% | +9.6% | -10.4% | -4.0% |
| 3M | +4.1% | -6.0% | +10.1% | +6.2% |
| 6M | +25.7% | +10.4% | +15.3% | +21.0% |
| YTD | +31.4% | +32.5% | -1.1% | +18.1% |
| 1Y | +42.2% | +41.2% | +1.0% | +24.9% |
| 3Y | +77.2% | +173.4% | -96.2% | +20.6% |
| All | +60.1% | +64.9% | -4.8% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling