+97.0%
NI vs EXPD
+61.6%
+35.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +2.0% | -1.1% | +3.2% | +2.2% |
| 30D | -3.5% | +4.1% | -7.6% | -4.2% |
| 3M | -9.1% | +17.9% | -27.0% | -11.6% |
| 6M | -11.8% | +29.2% | -41.1% | -15.7% |
| YTD | +1.1% | +27.4% | -26.3% | -3.5% |
| 1Y | +6.7% | +56.8% | -50.1% | -2.4% |
| 3Y | +71.1% | +68.0% | +3.0% | +52.0% |
| All | +97.0% | +61.6% | +35.4% | +69.7% |
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