+91.1%
EXPE vs NTAP
+135.7%
-44.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.9% | -9.8% | -8.7% |
| 7D | -9.8% | +3.3% | -13.0% | -11.0% |
| 30D | -11.5% | -0.2% | -11.3% | -11.8% |
| 3M | +21.7% | +11.4% | +10.3% | +15.1% |
| 6M | +10.4% | +88.7% | -78.3% | -21.5% |
| YTD | -2.5% | +78.9% | -81.5% | -29.0% |
| 1Y | +27.3% | +58.8% | -31.5% | -1.6% |
| 3Y | +153.5% | +153.5% | 0.0% | +40.1% |
| 5Y | +91.1% | +136.7% | -45.6% | +3.6% |
| All | +91.1% | +135.7% | -44.6% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling