+156.7%
EXPE vs NXT
+178.8%
-22.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | -9.5% | -1.1% | -8.4% | -9.5% |
| 30D | -6.6% | -15.3% | +8.7% | -5.7% |
| 3M | +31.4% | -43.8% | +75.2% | +35.7% |
| 6M | +35.2% | -18.7% | +53.8% | +34.8% |
| YTD | +5.8% | -3.0% | +8.8% | +3.0% |
| 1Y | +38.7% | +22.7% | +15.9% | +30.8% |
| 3Y | +175.8% | +95.9% | +79.9% | +134.5% |
| All | +156.7% | +178.8% | -22.1% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling