+787.2%
EXPE vs NTRS
+514.1%
+273.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.8% |
| 7D | -8.7% | +0.3% | -9.0% | -8.8% |
| 30D | -13.6% | +0.2% | -13.8% | -13.7% |
| 3M | +26.6% | +13.2% | +13.4% | +17.9% |
| 6M | +19.9% | +36.9% | -17.0% | +0.1% |
| YTD | -1.7% | +39.1% | -40.8% | -18.7% |
| 1Y | +29.4% | +50.4% | -21.0% | +2.7% |
| 3Y | +155.7% | +166.8% | -11.1% | +45.2% |
| 5Y | +93.1% | +92.9% | +0.2% | +28.3% |
| 10Y | +162.1% | +255.7% | -93.6% | +22.0% |
| All | +787.2% | +514.1% | +273.1% | +221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling