+732.4%
EXPE vs NOC
+1,621.1%
-888.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.2% |
| 7D | -17.8% | +4.9% | -22.6% | -19.4% |
| 30D | -3.2% | +13.6% | -16.8% | -8.7% |
| 3M | -19.0% | -3.9% | -15.1% | -18.1% |
| 6M | +17.7% | +1.4% | +16.3% | +15.7% |
| YTD | -7.8% | -2.2% | -5.6% | -9.8% |
| 1Y | -1.4% | -1.2% | -0.2% | -4.2% |
| 3Y | +121.9% | +25.0% | +96.9% | +85.6% |
| 5Y | +44.3% | +66.0% | -21.7% | -4.0% |
| 10Y | +125.4% | +161.4% | -36.0% | +4.0% |
| All | +732.4% | +1,621.1% | -888.6% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling