+174.2%
EXPE vs FFIV
+136.9%
+37.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -9.5% | -1.0% | -8.6% | -9.2% |
| 30D | -6.6% | -5.1% | -1.6% | -5.0% |
| 3M | +31.4% | -4.5% | +35.8% | +32.6% |
| 6M | +35.2% | +36.5% | -1.3% | +13.2% |
| YTD | +5.8% | +53.0% | -47.2% | -16.9% |
| 1Y | +38.7% | +24.2% | +14.5% | +20.5% |
| All | +174.2% | +136.9% | +37.3% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling