+153.1%
EXPE vs FFIV
+224.0%
-70.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.2% | -7.7% | -7.8% |
| 7D | -9.8% | -1.5% | -8.2% | -9.0% |
| 30D | -11.5% | -2.7% | -8.9% | -10.8% |
| 3M | +21.7% | -1.7% | +23.4% | +21.3% |
| 6M | +10.4% | +36.1% | -25.7% | -8.7% |
| YTD | -2.5% | +52.6% | -55.2% | -24.7% |
| 1Y | +27.3% | +21.5% | +5.8% | +10.2% |
| 3Y | +153.5% | +142.7% | +10.8% | +47.7% |
| 5Y | +91.1% | +92.6% | -1.5% | +22.1% |
| 10Y | +153.1% | +225.5% | -72.4% | +15.3% |
| All | +153.1% | +224.0% | -70.9% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling