+105.6%
NTAP vs EXPD
+55.6%
+50.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +1.0% |
| 7D | -15.1% | -7.2% | -7.9% | -11.9% |
| 30D | -28.1% | -3.3% | -24.8% | -26.9% |
| 3M | -11.4% | +3.4% | -14.8% | -12.8% |
| 6M | +52.2% | +22.7% | +29.5% | +38.1% |
| YTD | +60.4% | +24.5% | +35.9% | +43.9% |
| 1Y | +51.0% | +38.6% | +12.3% | +28.9% |
| 3Y | +135.6% | +71.5% | +64.0% | +76.8% |
| All | +105.6% | +55.6% | +50.1% | +51.9% |
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 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