+160.0%
EXPE vs NTRS
+259.9%
-99.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.8% |
| 7D | -5.8% | +1.4% | -7.1% | -6.5% |
| 30D | -13.6% | -0.7% | -13.0% | -13.2% |
| 3M | +25.2% | +11.3% | +13.9% | +16.7% |
| 6M | +22.3% | +35.5% | -13.2% | +0.6% |
| YTD | -0.3% | +40.6% | -40.9% | -20.0% |
| 1Y | +27.8% | +49.2% | -21.4% | -1.1% |
| 3Y | +162.4% | +167.2% | -4.8% | +38.0% |
| 5Y | +95.8% | +94.9% | +0.9% | +22.2% |
| All | +160.0% | +259.9% | -99.9% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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