+30,859.1%
EXPD vs NTRS
+7,693.4%
+23,165.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | +4.1% | +1.7% | +2.4% | +3.4% |
| 3M | +17.9% | +8.9% | +9.1% | +14.0% |
| 6M | +29.2% | +30.6% | -1.4% | +16.3% |
| YTD | +27.4% | +38.7% | -11.3% | +11.9% |
| 1Y | +56.8% | +48.1% | +8.7% | +34.2% |
| 3Y | +68.0% | +165.5% | -97.5% | +13.1% |
| 5Y | +61.9% | +85.6% | -23.7% | +21.5% |
| 10Y | +316.0% | +246.1% | +69.9% | +133.8% |
| All | +30,859.1% | +7,693.4% | +23,165.6% | +9,379.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling