+152.4%
EXPE vs NOC
+190.6%
-38.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -11.5% | -1.6% | -9.9% | -11.3% |
| 30D | -13.1% | -10.4% | -2.7% | -11.3% |
| 3M | +18.1% | -5.6% | +23.8% | +19.2% |
| 6M | +13.3% | -30.4% | +43.7% | +20.9% |
| YTD | -3.2% | -8.5% | +5.3% | -3.0% |
| 1Y | +26.1% | -8.3% | +34.5% | +26.2% |
| 3Y | +151.7% | +28.2% | +123.5% | +126.9% |
| 5Y | +88.3% | +56.7% | +31.6% | +50.4% |
| All | +152.4% | +190.6% | -38.2% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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