+91.4%
EXPE vs NTRS
+93.2%
-1.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.3% |
| 3M | +25.2% | +11.3% | +13.9% | +17.1% |
| 6M | +22.3% | +35.5% | -13.2% | +1.3% |
| YTD | -0.3% | +40.6% | -40.9% | -19.3% |
| 1Y | +27.8% | +49.2% | -21.4% | -0.1% |
| 3Y | +162.4% | +167.2% | -4.8% | +42.0% |
| All | +91.4% | +93.2% | -1.8% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling