+855.0%
EXPE vs FTI
+1,309.2%
-454.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -9.5% | +5.3% | -14.8% | -11.1% |
| 30D | -6.6% | +15.3% | -22.0% | -11.2% |
| 3M | +31.4% | +15.8% | +15.6% | +23.5% |
| 6M | +35.2% | +22.6% | +12.6% | +23.6% |
| YTD | +5.8% | +79.5% | -73.7% | -15.5% |
| 1Y | +38.7% | +102.0% | -63.3% | +5.6% |
| 3Y | +175.8% | +315.8% | -140.0% | +57.9% |
| 5Y | +111.8% | +1,129.5% | -1,017.7% | -24.4% |
| 10Y | +179.7% | +320.9% | -141.2% | +20.4% |
| All | +855.0% | +1,309.2% | -454.2% | +159.2% |
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