+86.7%
NOK vs EXPD
+61.6%
+25.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.3% |
| 7D | -1.8% | -1.1% | -0.6% | -1.3% |
| 30D | +4.7% | +4.1% | +0.6% | +3.2% |
| 3M | -39.7% | +17.9% | -57.6% | -43.5% |
| 6M | +23.1% | +29.2% | -6.2% | +11.3% |
| YTD | +55.0% | +27.4% | +27.7% | +40.2% |
| 1Y | +118.0% | +56.8% | +61.2% | +80.7% |
| 3Y | +170.5% | +68.0% | +102.5% | +113.6% |
| All | +86.7% | +61.6% | +25.2% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling