+89.7%
EXPE vs FTI
+1,183.0%
-1,093.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.1% | -5.8% | -7.5% |
| 7D | -9.8% | -0.2% | -9.6% | -9.7% |
| 30D | -11.5% | +12.3% | -23.8% | -13.6% |
| 3M | +21.7% | +13.8% | +8.0% | +17.9% |
| 6M | +10.4% | +24.3% | -13.9% | +4.2% |
| YTD | -2.5% | +75.8% | -78.3% | -15.4% |
| 1Y | +27.3% | +99.6% | -72.3% | +6.9% |
| 3Y | +153.5% | +278.4% | -124.9% | +81.5% |
| All | +89.7% | +1,183.0% | -1,093.3% | -0.8% |
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