+5,615.8%
NI vs EXPD
+31,808.5%
-26,192.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.2% |
| 7D | +0.6% | -1.6% | +2.1% | +0.8% |
| 30D | +11.2% | +0.6% | +10.6% | +11.1% |
| 3M | +9.2% | +9.8% | -0.6% | +7.8% |
| 6M | -1.8% | +25.8% | -27.6% | -4.8% |
| YTD | +12.0% | +31.3% | -19.3% | +7.6% |
| 1Y | +6.4% | +40.9% | -34.5% | +1.3% |
| 3Y | +99.4% | +74.7% | +24.6% | +83.2% |
| 5Y | +113.1% | +62.9% | +50.3% | +96.3% |
| 10Y | +192.3% | +334.3% | -142.1% | +137.9% |
| All | +5,615.8% | +31,808.5% | -26,192.7% | +4,265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling