+160.0%
EXPE vs NTRA
+3,199.2%
-3,039.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.3% |
| 7D | -5.8% | +0.2% | -6.0% | -5.8% |
| 30D | -13.6% | +4.1% | -17.7% | -14.4% |
| 3M | +25.2% | +50.0% | -24.9% | +14.9% |
| 6M | +22.3% | +67.3% | -45.0% | +9.5% |
| YTD | -0.3% | +43.6% | -43.9% | -8.4% |
| 1Y | +27.8% | +89.2% | -61.4% | +11.0% |
| 3Y | +162.4% | +502.5% | -340.1% | +79.0% |
| 5Y | +95.8% | +173.8% | -77.9% | +42.7% |
| All | +160.0% | +3,199.2% | -3,039.2% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling