+122.4%
NOK vs EXPD
+308.0%
-185.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.9% |
| 7D | +7.3% | -0.9% | +8.2% | +7.7% |
| 30D | +13.8% | +4.1% | +9.7% | +11.9% |
| 3M | -27.0% | +13.8% | -40.8% | -31.2% |
| 6M | +37.6% | +27.3% | +10.3% | +23.4% |
| YTD | +64.6% | +25.4% | +39.2% | +47.5% |
| 1Y | +132.0% | +54.4% | +77.7% | +87.7% |
| 3Y | +183.7% | +67.9% | +115.8% | +115.9% |
| 5Y | +101.3% | +59.2% | +42.1% | +53.3% |
| 10Y | +122.4% | +308.6% | -186.2% | +13.4% |
| All | +122.4% | +308.0% | -185.6% | +13.4% |
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