+131.2%
EXPE vs NXT
+194.0%
-62.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.3% | +15.1% | -28.4% | -13.7% |
| 30D | -5.5% | +21.8% | -27.3% | -6.2% |
| 3M | -16.5% | +1.6% | -18.0% | -16.6% |
| 6M | +13.1% | -16.7% | +29.8% | +13.3% |
| YTD | -8.0% | +20.4% | -28.4% | -10.7% |
| 1Y | +1.1% | +0.2% | +0.8% | -0.7% |
| 3Y | +131.2% | +208.7% | -77.5% | +99.1% |
| All | +131.2% | +194.0% | -62.8% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling