+73.5%
EXPD vs FGI
-70.4%
+143.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.7% | +0.8% |
| 7D | -1.1% | +0.5% | -1.7% | -1.2% |
| 30D | +4.1% | +65.4% | -61.3% | +2.5% |
| 3M | +17.9% | +23.5% | -5.6% | +16.4% |
| 6M | +29.2% | +60.5% | -31.3% | +26.5% |
| YTD | +27.4% | +30.0% | -2.6% | +24.9% |
| 1Y | +56.8% | +82.1% | -25.2% | +52.2% |
| 3Y | +68.0% | -4.4% | +72.4% | +65.0% |
| All | +73.5% | -70.4% | +143.8% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling