+127.7%
EXPE vs NTAP
+583.1%
-455.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.2% |
| 7D | -0.5% | +7.2% | -7.7% | -3.1% |
| 30D | -6.1% | -18.4% | +12.3% | +0.6% |
| 3M | -21.3% | -11.3% | -10.0% | -19.3% |
| 6M | +19.0% | +53.8% | -34.8% | -5.6% |
| YTD | -8.4% | +72.0% | -80.4% | -31.2% |
| 1Y | -2.8% | +68.0% | -70.8% | -26.2% |
| 3Y | +120.8% | +149.5% | -28.7% | +34.9% |
| 5Y | +46.2% | +125.6% | -79.4% | -8.0% |
| All | +127.7% | +583.1% | -455.5% | -6.7% |
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