+50.0%
EXPE vs NTR
+36.7%
+13.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.0% | +6.6% | +10.6% |
| 7D | +14.6% | +4.3% | +10.3% | +14.8% |
| 30D | +21.4% | +2.6% | +18.8% | +21.4% |
| 3M | +1.4% | +8.5% | -7.2% | +1.5% |
| 6M | +28.6% | -3.3% | +31.9% | +29.6% |
| YTD | +12.1% | +19.6% | -7.5% | +5.9% |
| 1Y | +50.0% | +37.6% | +12.4% | +16.8% |
| All | +50.0% | +36.7% | +13.3% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling