+38.6%
EXPE vs FTI
+800.3%
-761.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -11.2% | -3.3% | -7.9% | -10.7% |
| 30D | -7.5% | -7.2% | -0.2% | -6.5% |
| 3M | -19.1% | -12.9% | -6.2% | -17.4% |
| 6M | +10.7% | -7.9% | +18.6% | +11.0% |
| YTD | -9.9% | +45.2% | -55.1% | -19.5% |
| 1Y | -4.6% | +48.1% | -52.7% | -15.2% |
| 3Y | +116.8% | +205.0% | -88.2% | +60.3% |
| 5Y | +38.6% | +838.8% | -800.2% | -23.5% |
| All | +38.6% | +800.3% | -761.8% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling