+726.6%
EXPE vs NI
+972.1%
-245.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | -0.5% | +4.3% | -4.8% | -2.8% |
| 30D | -6.1% | +12.4% | -18.4% | -11.6% |
| 3M | -21.3% | +10.2% | -31.5% | -25.3% |
| 6M | +19.0% | -0.8% | +19.8% | +18.9% |
| YTD | -8.4% | +13.2% | -21.7% | -15.7% |
| 1Y | -2.8% | +10.1% | -12.9% | -9.2% |
| 3Y | +120.8% | +103.1% | +17.6% | +44.3% |
| 5Y | +46.2% | +115.5% | -69.4% | -9.7% |
| 10Y | +123.8% | +195.5% | -71.7% | +9.5% |
| All | +726.6% | +972.1% | -245.5% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling