+44.3%
EXPE vs NSC
+31.1%
+13.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.9% |
| 7D | -17.8% | -3.5% | -14.2% | -15.9% |
| 30D | -3.2% | +3.9% | -7.2% | -4.7% |
| 3M | -19.0% | -0.8% | -18.2% | -18.2% |
| 6M | +17.7% | +7.1% | +10.6% | +13.3% |
| YTD | -7.8% | +16.4% | -24.2% | -16.3% |
| 1Y | -1.4% | +16.9% | -18.3% | -10.7% |
| 3Y | +121.9% | +78.4% | +43.6% | +50.2% |
| 5Y | +44.3% | +33.1% | +11.2% | +6.7% |
| All | +44.3% | +31.1% | +13.1% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling