+178.1%
NI vs EXPD
+334.2%
-156.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.4% |
| 7D | +0.4% | -5.5% | +5.9% | +1.7% |
| 30D | +11.3% | -1.9% | +13.2% | +11.7% |
| 3M | +6.5% | +6.1% | +0.4% | +4.8% |
| 6M | -2.3% | +21.6% | -23.9% | -7.1% |
| YTD | +10.8% | +27.9% | -17.1% | +3.1% |
| 1Y | +6.2% | +39.4% | -33.2% | -3.5% |
| 3Y | +98.7% | +72.7% | +26.0% | +66.9% |
| 5Y | +111.3% | +60.3% | +51.0% | +78.2% |
| 10Y | +178.1% | +332.6% | -154.5% | +76.4% |
| All | +178.1% | +334.2% | -156.1% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling