+75.5%
EXPD vs FGI
+2.3%
+73.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.5% |
| 7D | -4.8% | -11.6% | +6.8% | -4.7% |
| 30D | -1.5% | -3.3% | +1.8% | -1.5% |
| 3M | +4.1% | +65.6% | -61.5% | +2.9% |
| 6M | +24.0% | -2.8% | +26.8% | +23.0% |
| YTD | +27.4% | +30.1% | -2.7% | +25.8% |
| 1Y | +38.4% | +50.2% | -11.8% | +36.6% |
| All | +75.5% | +2.3% | +73.1% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling