+59.5%
EXPD vs NTRS
+88.8%
-29.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.1% |
| 7D | +1.2% | +0.3% | +0.8% | +1.1% |
| 30D | +6.8% | +0.2% | +6.7% | +6.8% |
| 3M | +14.9% | +13.2% | +1.7% | +9.9% |
| 6M | +34.6% | +36.9% | -2.3% | +20.0% |
| YTD | +27.7% | +39.1% | -11.4% | +13.1% |
| 1Y | +57.7% | +50.4% | +7.2% | +35.6% |
| 3Y | +70.9% | +166.8% | -95.9% | +17.6% |
| 5Y | +59.5% | +92.9% | -33.4% | +20.9% |
| All | +59.5% | +88.8% | -29.3% | +20.9% |
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