+115.9%
EXPE vs NTAP
+575.4%
-459.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -11.2% | -7.8% | -3.4% | -8.3% |
| 30D | -7.5% | -25.8% | +18.3% | +2.6% |
| 3M | -19.1% | -11.2% | -7.8% | -17.0% |
| 6M | +10.7% | +49.9% | -39.2% | -11.3% |
| YTD | -9.9% | +66.9% | -76.8% | -31.5% |
| 1Y | -4.6% | +58.8% | -63.5% | -25.9% |
| 3Y | +116.8% | +140.8% | -24.0% | +34.5% |
| 5Y | +38.6% | +115.0% | -76.4% | -11.0% |
| 10Y | +115.9% | +570.8% | -454.9% | -7.9% |
| All | +115.9% | +575.4% | -459.6% | -7.9% |
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