+91.1%
EXPE vs NSC
+46.6%
+44.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.6% |
| 7D | -9.8% | -1.5% | -8.2% | -9.0% |
| 30D | -11.5% | -1.9% | -9.6% | -10.6% |
| 3M | +21.7% | +6.2% | +15.5% | +17.5% |
| 6M | +10.4% | +9.2% | +1.2% | +4.2% |
| YTD | -2.5% | +15.0% | -17.6% | -11.2% |
| 1Y | +27.3% | +21.1% | +6.3% | +12.8% |
| 3Y | +153.5% | +78.6% | +74.9% | +71.8% |
| 5Y | +91.1% | +45.9% | +45.2% | +45.6% |
| All | +91.1% | +46.6% | +44.5% | +45.6% |
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