+17.7%
EXPE vs NOC
+1.8%
+15.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.4% |
| 7D | -17.8% | +4.9% | -22.6% | -17.9% |
| 30D | -3.2% | +13.6% | -16.8% | -4.8% |
| 3M | -19.0% | -3.9% | -15.1% | -18.9% |
| 6M | +17.7% | +1.4% | +16.3% | +18.7% |
| All | +17.7% | +1.8% | +15.9% | +18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling