+29.4%
EXPE vs NI
+4.9%
+24.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.5% |
| 7D | -8.7% | -0.6% | -8.1% | -8.7% |
| 30D | -13.6% | -1.4% | -12.2% | -13.7% |
| 3M | +26.6% | -10.6% | +37.2% | +25.5% |
| 6M | +19.9% | -9.9% | +29.8% | +18.8% |
| YTD | -1.7% | +1.2% | -2.9% | -5.5% |
| 1Y | +29.4% | +4.4% | +25.0% | +22.9% |
| All | +29.4% | +4.9% | +24.6% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling