+26.1%
EXPE vs FTI
+97.6%
-71.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.8% |
| 7D | -11.5% | -2.3% | -9.2% | -12.0% |
| 30D | -13.1% | +5.0% | -18.1% | -12.0% |
| 3M | +18.1% | +13.8% | +4.3% | +22.2% |
| 6M | +13.3% | +22.9% | -9.6% | +17.1% |
| YTD | -3.2% | +75.0% | -78.2% | +0.8% |
| 1Y | +26.1% | +96.9% | -70.7% | +33.6% |
| All | +26.1% | +97.6% | -71.4% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling