+47.3%
EXPE vs FFIV
+35.3%
+11.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | 0.0% |
| 7D | -0.5% | -0.5% | +0.1% | -0.3% |
| 30D | -6.1% | -32.4% | +26.3% | +10.2% |
| 3M | -21.3% | -25.7% | +4.4% | -12.7% |
| 6M | +19.0% | -13.5% | +32.5% | +20.1% |
| YTD | -8.4% | +21.1% | -29.5% | -24.8% |
| 1Y | -2.8% | +29.4% | -32.2% | -23.3% |
| 3Y | +120.8% | +94.9% | +25.9% | +30.8% |
| All | +47.3% | +35.3% | +11.9% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling