+158.0%
EXPE vs NTAP
+581.2%
-423.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.2% |
| 7D | -11.5% | +2.2% | -13.7% | -12.4% |
| 30D | -13.1% | -7.0% | -6.0% | -10.8% |
| 3M | +18.1% | +12.3% | +5.8% | +11.8% |
| 6M | +13.3% | +85.1% | -71.9% | -15.5% |
| YTD | -3.2% | +74.8% | -78.0% | -26.2% |
| 1Y | +26.1% | +52.7% | -26.5% | +1.8% |
| 3Y | +151.7% | +147.7% | +4.1% | +58.7% |
| 5Y | +88.3% | +124.8% | -36.4% | +21.6% |
| 10Y | +158.0% | +589.7% | -431.7% | +13.7% |
| All | +158.0% | +581.2% | -423.1% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling