+736.5%
EXPE vs FTI
+1,045.9%
-309.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -4.2% | +5.4% | -9.6% | -5.9% |
| 30D | -4.5% | -8.2% | +3.7% | -2.3% |
| 3M | -19.7% | -13.7% | -6.0% | -16.4% |
| 6M | +18.3% | -11.2% | +29.5% | +20.4% |
| YTD | -7.3% | +46.0% | -53.3% | -21.3% |
| 1Y | -3.9% | +51.8% | -55.7% | -19.6% |
| 3Y | +123.0% | +206.7% | -83.7% | +41.4% |
| 5Y | +47.9% | +862.0% | -814.1% | -42.4% |
| 10Y | +126.5% | +182.3% | -55.8% | +11.8% |
| All | +736.5% | +1,045.9% | -309.4% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling