+123.8%
NOK vs EXPD
+334.2%
-210.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +5.6% |
| 7D | -1.4% | -5.5% | +4.0% | +1.2% |
| 30D | -21.0% | -1.9% | -19.2% | -20.2% |
| 3M | -12.6% | +6.1% | -18.7% | -14.8% |
| 6M | -36.2% | +21.6% | -57.8% | -41.6% |
| YTD | +26.4% | +27.9% | -1.5% | +12.3% |
| 1Y | +19.6% | +39.4% | -19.8% | +2.1% |
| 3Y | +152.6% | +72.7% | +79.9% | +89.7% |
| 5Y | +57.3% | +60.3% | -3.0% | +19.8% |
| 10Y | +123.8% | +332.6% | -208.8% | +7.7% |
| All | +123.8% | +334.2% | -210.4% | +7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling