+38.6%
EXPE vs NOC
+63.6%
-25.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.0% |
| 3M | -19.1% | -4.6% | -14.4% | -19.3% |
| 6M | +10.7% | +0.7% | +10.0% | +10.8% |
| YTD | -9.9% | -2.6% | -7.3% | -10.5% |
| 1Y | -4.6% | -1.0% | -3.7% | -5.2% |
| 3Y | +116.8% | +24.5% | +92.3% | +117.1% |
| 5Y | +38.6% | +64.3% | -25.7% | +21.3% |
| All | +38.6% | +63.6% | -25.0% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling