+130.4%
EXPE vs NOC
+159.4%
-29.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -4.2% | +4.5% | -8.7% | -5.0% |
| 30D | -4.5% | +14.1% | -18.6% | -7.0% |
| 3M | -19.7% | -4.5% | -15.3% | -19.2% |
| 6M | +18.3% | -0.8% | +19.0% | +18.0% |
| YTD | -7.3% | -2.5% | -4.8% | -8.4% |
| 1Y | -3.9% | -0.1% | -3.8% | -5.6% |
| 3Y | +123.0% | +24.6% | +98.4% | +103.9% |
| 5Y | +47.9% | +65.6% | -17.7% | +16.3% |
| All | +130.4% | +159.4% | -29.1% | +53.8% |
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