+41.6%
NTR vs EXPD
+66.3%
-24.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | +3.8% | -0.9% | +4.8% | +4.0% |
| 30D | +25.2% | +4.1% | +21.2% | +24.3% |
| 3M | +21.0% | +13.8% | +7.2% | +18.1% |
| 6M | +7.6% | +27.3% | -19.7% | +2.7% |
| YTD | +32.9% | +25.4% | +7.4% | +26.9% |
| 1Y | +43.1% | +54.4% | -11.3% | +30.9% |
| 3Y | +41.6% | +67.9% | -26.3% | +19.9% |
| All | +41.6% | +66.3% | -24.7% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling