+137.2%
EXPE vs NTR
+98.7%
+38.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.0% | +2.5% |
| 7D | -8.7% | -2.5% | -6.2% | -7.9% |
| 30D | -13.6% | +17.0% | -30.7% | -19.0% |
| 3M | +26.6% | +22.2% | +4.5% | +16.2% |
| 6M | +19.9% | +5.2% | +14.8% | +15.3% |
| YTD | -1.7% | +29.7% | -31.4% | -14.3% |
| 1Y | +29.4% | +39.4% | -10.0% | +8.8% |
| 3Y | +155.7% | +38.2% | +117.5% | +108.9% |
| 5Y | +93.1% | +47.6% | +45.5% | +34.3% |
| All | +137.2% | +98.7% | +38.5% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling