+6.9%
NI vs EXPD
+55.4%
-48.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | +2.3% | -0.9% | +3.2% | +2.3% |
| 30D | -1.7% | +4.1% | -5.7% | -1.8% |
| 3M | -8.0% | +13.8% | -21.8% | -8.4% |
| 6M | -8.6% | +27.3% | -35.9% | -9.5% |
| YTD | +2.3% | +25.4% | -23.1% | +0.6% |
| 1Y | +6.9% | +54.4% | -47.4% | +3.3% |
| All | +6.9% | +55.4% | -48.5% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling