+855.0%
EXPE vs NDAQ
+1,731.0%
-876.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.9% |
| 7D | -9.5% | -2.4% | -7.1% | -8.6% |
| 30D | -6.6% | +2.5% | -9.1% | -7.7% |
| 3M | +31.4% | +9.9% | +21.5% | +25.6% |
| 6M | +35.2% | +9.4% | +25.8% | +29.1% |
| YTD | +5.8% | +0.4% | +5.4% | +5.5% |
| 1Y | +38.7% | +4.0% | +34.6% | +36.0% |
| 3Y | +175.8% | +94.4% | +81.4% | +105.2% |
| 5Y | +111.8% | +56.7% | +55.1% | +71.5% |
| 10Y | +179.7% | +375.3% | -195.6% | +41.5% |
| All | +855.0% | +1,731.0% | -876.0% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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