+730.7%
EXPE vs FFIV
+1,263.6%
-533.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -9.3% | -8.1% | -1.2% | -6.3% |
| 30D | +0.1% | -33.4% | +33.5% | +15.0% |
| 3M | -15.3% | -24.7% | +9.4% | -7.8% |
| 6M | +5.5% | -8.8% | +14.3% | +5.9% |
| YTD | -8.0% | +21.8% | -29.7% | -17.9% |
| 1Y | +18.9% | +25.3% | -6.4% | +4.8% |
| 3Y | +135.5% | +101.2% | +34.4% | +71.7% |
| 5Y | +44.3% | +40.2% | +4.1% | +19.4% |
| 10Y | +117.7% | +129.0% | -11.3% | +47.1% |
| All | +730.7% | +1,263.6% | -533.0% | +179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling