+106.7%
NI vs EXPD
+55.6%
+51.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -0.9% | -7.2% | +6.2% | +0.2% |
| 30D | +9.6% | -3.3% | +12.9% | +10.1% |
| 3M | +2.5% | +3.4% | -0.9% | +1.8% |
| 6M | -5.8% | +22.7% | -28.5% | -9.2% |
| YTD | +8.6% | +24.5% | -16.0% | +3.7% |
| 1Y | +6.0% | +38.6% | -32.7% | -1.0% |
| 3Y | +91.0% | +71.5% | +19.5% | +67.4% |
| All | +106.7% | +55.6% | +51.2% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling