+855.0%
EXPE vs NTAP
+809.9%
+45.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.5% | -0.8% | -8.8% | -9.3% |
| 30D | -6.6% | -0.5% | -6.1% | -6.8% |
| 3M | +31.4% | +4.1% | +27.3% | +27.9% |
| 6M | +35.2% | +88.0% | -52.8% | +0.8% |
| YTD | +5.8% | +75.6% | -69.8% | -19.1% |
| 1Y | +38.7% | +58.9% | -20.2% | +10.4% |
| 3Y | +175.8% | +153.6% | +22.2% | +74.7% |
| 5Y | +111.8% | +127.6% | -15.8% | +39.3% |
| 10Y | +179.7% | +580.4% | -400.7% | +7.7% |
| All | +855.0% | +809.9% | +45.1% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling