+172.3%
EXPE vs NTRA
+1,700.8%
-1,528.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.2% | -6.7% | -7.7% |
| 7D | -9.8% | +1.1% | -10.8% | -9.9% |
| 30D | -11.5% | +0.6% | -12.1% | -11.7% |
| 3M | +21.7% | +51.8% | -30.1% | +12.4% |
| 6M | +10.4% | +63.6% | -53.2% | +0.2% |
| YTD | -2.5% | +41.5% | -44.0% | -9.5% |
| 1Y | +27.3% | +93.6% | -66.3% | +11.6% |
| 3Y | +153.5% | +498.0% | -344.5% | +80.1% |
| 5Y | +91.1% | +172.5% | -81.4% | +43.4% |
| 10Y | +153.1% | +2,960.8% | -2,807.7% | +39.6% |
| All | +172.3% | +1,700.8% | -1,528.5% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling