+137.9%
NOK vs EXPD
+68.8%
+69.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +4.9% | +3.4% |
| 7D | -10.5% | -7.2% | -3.4% | -8.2% |
| 30D | -27.9% | -3.3% | -24.6% | -27.0% |
| 3M | -18.8% | +3.4% | -22.2% | -19.5% |
| 6M | -41.9% | +22.7% | -64.6% | -45.4% |
| YTD | +18.4% | +24.5% | -6.1% | +10.5% |
| 1Y | +10.9% | +38.6% | -27.8% | +0.7% |
| 3Y | +137.9% | +71.5% | +66.4% | +103.0% |
| All | +137.9% | +68.8% | +69.0% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling