+732.4%
EXPE vs NTAP
+799.8%
-67.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +0.8% |
| 7D | -17.8% | -2.4% | -15.3% | -16.7% |
| 30D | -3.2% | -23.4% | +20.2% | +6.4% |
| 3M | -19.0% | -7.5% | -11.4% | -18.1% |
| 6M | +17.7% | +56.4% | -38.6% | -6.8% |
| YTD | -7.8% | +73.6% | -81.4% | -30.4% |
| 1Y | -1.4% | +68.4% | -69.7% | -24.6% |
| 3Y | +121.9% | +150.6% | -28.6% | +38.5% |
| 5Y | +44.3% | +122.5% | -78.2% | -5.8% |
| 10Y | +125.4% | +589.7% | -464.3% | -15.0% |
| All | +732.4% | +799.8% | -67.3% | +109.3% |
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