+153.5%
EXPE vs NOC
+26.5%
+127.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.7% | -8.6% | -7.8% |
| 7D | -9.8% | -2.7% | -7.1% | -9.9% |
| 30D | -11.5% | -8.9% | -2.6% | -12.1% |
| 3M | +21.7% | -3.7% | +25.4% | +21.6% |
| 6M | +10.4% | -30.8% | +41.2% | +6.3% |
| YTD | -2.5% | -7.9% | +5.4% | -4.0% |
| 1Y | +27.3% | -9.4% | +36.8% | +25.5% |
| 3Y | +153.5% | +29.0% | +124.5% | +156.5% |
| All | +153.5% | +26.5% | +127.0% | +156.5% |
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