+855.0%
EXPE vs NSC
+1,402.4%
-547.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.0% |
| 7D | -9.5% | -5.5% | -4.0% | -6.5% |
| 30D | -6.6% | -3.2% | -3.4% | -4.9% |
| 3M | +31.4% | +7.7% | +23.7% | +25.4% |
| 6M | +35.2% | +4.5% | +30.7% | +30.0% |
| YTD | +5.8% | +15.6% | -9.8% | -4.3% |
| 1Y | +38.7% | +19.8% | +18.8% | +23.1% |
| 3Y | +175.8% | +70.1% | +105.7% | +95.1% |
| 5Y | +111.8% | +46.1% | +65.7% | +61.8% |
| 10Y | +179.7% | +328.1% | -148.4% | +14.1% |
| All | +855.0% | +1,402.4% | -547.4% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling