+855.0%
EXPE vs NI
+857.1%
-2.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.3% |
| 7D | -9.5% | +2.0% | -11.6% | -10.5% |
| 30D | -6.6% | -3.5% | -3.1% | -4.9% |
| 3M | +31.4% | -9.1% | +40.5% | +37.7% |
| 6M | +35.2% | -11.8% | +47.0% | +43.2% |
| YTD | +5.8% | +1.1% | +4.7% | +3.5% |
| 1Y | +38.7% | +6.7% | +32.0% | +31.3% |
| 3Y | +175.8% | +71.1% | +104.7% | +96.7% |
| 5Y | +111.8% | +94.3% | +17.5% | +38.1% |
| 10Y | +179.7% | +135.8% | +43.9% | +54.8% |
| All | +855.0% | +857.1% | -2.1% | +64.8% |
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