+5,059.0%
NI vs EXPD
+30,859.1%
-25,800.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | -9.1% | +17.9% | -27.0% | -11.1% |
| 6M | -11.8% | +29.2% | -41.1% | -14.9% |
| YTD | +1.1% | +27.4% | -26.3% | -2.5% |
| 1Y | +6.7% | +56.8% | -50.1% | +0.1% |
| 3Y | +71.1% | +68.0% | +3.0% | +58.1% |
| 5Y | +94.3% | +61.9% | +32.4% | +79.1% |
| 10Y | +135.8% | +316.0% | -180.2% | +93.0% |
| All | +5,059.0% | +30,859.1% | -25,800.1% | +3,857.9% |
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