+38.4%
EXPD vs FGI
+51.0%
-12.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.5% |
| 7D | -4.8% | -11.6% | +6.8% | -4.6% |
| 30D | -1.5% | -3.3% | +1.8% | -1.5% |
| 3M | +4.1% | +65.6% | -61.5% | +1.8% |
| 6M | +24.0% | -2.8% | +26.8% | +22.6% |
| YTD | +27.4% | +30.1% | -2.7% | +24.6% |
| 1Y | +38.4% | +50.2% | -11.8% | +30.4% |
| All | +38.4% | +51.0% | -12.6% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling