+160.0%
EXPE vs NSC
+332.1%
-172.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +2.0% |
| 7D | -5.8% | -2.8% | -3.0% | -4.2% |
| 30D | -13.6% | -4.5% | -9.1% | -11.2% |
| 3M | +25.2% | +3.5% | +21.6% | +22.0% |
| 6M | +22.3% | +8.5% | +13.8% | +15.0% |
| YTD | -0.3% | +12.3% | -12.6% | -8.8% |
| 1Y | +27.8% | +18.9% | +8.9% | +13.1% |
| 3Y | +162.4% | +74.1% | +88.3% | +77.7% |
| 5Y | +95.8% | +43.9% | +51.9% | +47.0% |
| All | +160.0% | +332.1% | -172.0% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling