+92.6%
NTR vs EXPD
+215.2%
-122.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +8.1% | -1.1% | +9.2% | +8.6% |
| 30D | +18.8% | +4.1% | +14.7% | +16.7% |
| 3M | +16.2% | +17.9% | -1.7% | +8.0% |
| 6M | +9.8% | +29.2% | -19.5% | -2.3% |
| YTD | +30.9% | +27.4% | +3.5% | +16.2% |
| 1Y | +41.8% | +56.8% | -15.1% | +13.5% |
| 3Y | +35.8% | +68.0% | -32.3% | +2.1% |
| 5Y | +51.0% | +61.9% | -10.8% | +12.4% |
| All | +92.6% | +215.2% | -122.6% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling