+736.5%
EXPE vs NSC
+1,425.9%
-689.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | -4.2% | +1.6% | -5.8% | -5.0% |
| 30D | -4.5% | +4.2% | -8.7% | -6.3% |
| 3M | -19.7% | -0.2% | -19.5% | -19.3% |
| 6M | +18.3% | +7.6% | +10.7% | +13.2% |
| YTD | -7.3% | +17.4% | -24.7% | -16.5% |
| 1Y | -3.9% | +18.3% | -22.2% | -13.8% |
| 3Y | +123.0% | +79.8% | +43.2% | +53.7% |
| 5Y | +47.9% | +34.3% | +13.6% | +19.4% |
| 10Y | +126.5% | +303.1% | -176.6% | -3.9% |
| All | +736.5% | +1,425.9% | -689.4% | +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