+95.7%
NTR vs EXPD
+214.4%
-118.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.5% |
| 7D | +0.5% | +1.2% | -0.6% | 0.0% |
| 30D | +21.7% | +5.2% | +16.5% | +19.0% |
| 3M | +22.8% | +13.2% | +9.6% | +16.1% |
| 6M | +8.2% | +30.3% | -22.1% | -4.0% |
| YTD | +32.9% | +27.0% | +5.9% | +18.1% |
| 1Y | +45.3% | +57.3% | -12.0% | +16.2% |
| 3Y | +41.7% | +70.0% | -28.3% | +5.8% |
| 5Y | +49.8% | +61.6% | -11.8% | +11.5% |
| All | +95.7% | +214.4% | -118.7% | -11.3% |
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