+156.4%
EXPE vs NI
+143.3%
+13.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -8.7% | -0.6% | -8.1% | -8.5% |
| 30D | -13.6% | -1.4% | -12.2% | -13.2% |
| 3M | +26.6% | -10.6% | +37.2% | +32.5% |
| 6M | +19.9% | -9.9% | +29.8% | +24.6% |
| YTD | -1.7% | +1.2% | -2.9% | -3.7% |
| 1Y | +29.4% | +4.4% | +25.0% | +24.7% |
| 3Y | +155.7% | +68.6% | +87.1% | +93.4% |
| 5Y | +93.1% | +98.0% | -4.9% | +33.0% |
| All | +156.4% | +143.3% | +13.1% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling