+562.2%
NTAP vs EXPD
+335.0%
+227.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +7.2% | +5.5% | +1.7% | +4.1% |
| 30D | -18.4% | -0.8% | -17.6% | -17.9% |
| 3M | -11.3% | +4.1% | -15.5% | -13.3% |
| 6M | +53.8% | +25.7% | +28.1% | +35.2% |
| YTD | +72.0% | +31.4% | +40.6% | +46.5% |
| 1Y | +68.0% | +42.2% | +25.8% | +36.9% |
| 3Y | +149.5% | +77.2% | +72.3% | +73.8% |
| 5Y | +125.6% | +61.0% | +64.6% | +62.5% |
| All | +562.2% | +335.0% | +227.2% | +192.6% |
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