+116.8%
EXPE vs NOC
+25.0%
+91.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.8% | -2.0% |
| 7D | -11.2% | -0.3% | -10.9% | -11.2% |
| 30D | -7.5% | +14.1% | -21.6% | -6.7% |
| 3M | -19.1% | -4.6% | -14.4% | -19.4% |
| 6M | +10.7% | +0.7% | +10.0% | +10.9% |
| YTD | -9.9% | -2.6% | -7.3% | -11.2% |
| 1Y | -4.6% | -1.0% | -3.7% | -5.9% |
| 3Y | +116.8% | +24.5% | +92.3% | +123.5% |
| All | +116.8% | +25.0% | +91.8% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling