+501.5%
NOW vs EXPD
+313.3%
+188.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.5% | -3.8% |
| 7D | -6.7% | -4.8% | -1.9% | -4.4% |
| 30D | -25.8% | -1.5% | -24.3% | -25.3% |
| 3M | -12.7% | +4.1% | -16.8% | -14.6% |
| 6M | +11.2% | +24.0% | -12.8% | -0.5% |
| YTD | -33.2% | +27.4% | -60.6% | -42.4% |
| 1Y | -41.8% | +38.4% | -80.2% | -52.1% |
| 3Y | -15.7% | +73.2% | -88.8% | -40.9% |
| 5Y | -26.0% | +59.9% | -85.9% | -46.7% |
| All | +501.5% | +313.3% | +188.1% | +180.9% |
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 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