+732.4%
EXPE vs NSC
+1,413.8%
-681.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.9% |
| 7D | -17.8% | -3.5% | -14.2% | -15.8% |
| 30D | -3.2% | +3.9% | -7.2% | -4.9% |
| 3M | -19.0% | -0.8% | -18.2% | -18.3% |
| 6M | +17.7% | +7.1% | +10.6% | +12.9% |
| YTD | -7.8% | +16.4% | -24.2% | -16.6% |
| 1Y | -1.4% | +16.9% | -18.3% | -10.9% |
| 3Y | +121.9% | +78.4% | +43.6% | +53.7% |
| 5Y | +44.3% | +33.1% | +11.2% | +17.0% |
| 10Y | +125.4% | +299.9% | -174.5% | -4.0% |
| All | +732.4% | +1,413.8% | -681.3% | +86.9% |
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