+136.5%
EXPE vs NXT
+181.9%
-45.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.1% | -9.0% | -7.9% |
| 7D | -9.8% | +2.9% | -12.6% | -9.9% |
| 30D | -11.5% | -17.2% | +5.7% | -10.5% |
| 3M | +21.7% | -32.0% | +53.7% | +24.2% |
| 6M | +10.4% | -15.8% | +26.1% | +9.7% |
| YTD | -2.5% | -1.9% | -0.6% | -5.1% |
| 1Y | +27.3% | +22.5% | +4.9% | +20.2% |
| 3Y | +153.5% | +100.5% | +53.0% | +115.0% |
| All | +136.5% | +181.9% | -45.4% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling