+147.0%
NOK vs EXPD
+75.3%
+71.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +5.4% | +5.5% | -0.2% | +3.5% |
| 30D | -14.1% | -0.8% | -13.3% | -13.8% |
| 3M | -23.6% | +4.1% | -27.7% | -24.6% |
| 6M | -45.1% | +25.7% | -70.8% | -48.9% |
| YTD | +24.7% | +31.4% | -6.7% | +14.4% |
| 1Y | +19.0% | +42.2% | -23.2% | +7.0% |
| 3Y | +147.0% | +77.2% | +69.8% | +113.9% |
| All | +147.0% | +75.3% | +71.7% | +113.9% |
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 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