+499.2%
NOW vs EXPD
+304.0%
+195.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.7% |
| 7D | -3.0% | -7.2% | +4.2% | +0.5% |
| 30D | -26.0% | -3.3% | -22.8% | -24.9% |
| 3M | -13.1% | +3.4% | -16.5% | -14.7% |
| 6M | +14.5% | +22.7% | -8.2% | +2.9% |
| YTD | -33.4% | +24.5% | -58.0% | -42.0% |
| 1Y | -40.6% | +38.6% | -79.3% | -51.2% |
| 3Y | -16.3% | +71.5% | -87.8% | -41.2% |
| 5Y | -26.3% | +56.2% | -82.6% | -46.4% |
| All | +499.2% | +304.0% | +195.2% | +182.8% |
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