-1.4%
EXPE vs FTV
+32.8%
-34.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.2% |
| 7D | -17.8% | -0.7% | -17.1% | -17.2% |
| 30D | -3.2% | +18.3% | -21.6% | -11.0% |
| 3M | -19.0% | +10.2% | -29.2% | -22.7% |
| 6M | +17.7% | +12.8% | +4.9% | +10.1% |
| YTD | -7.8% | +23.4% | -31.1% | -17.3% |
| 1Y | -1.4% | +31.4% | -32.8% | -20.7% |
| All | -1.4% | +32.8% | -34.2% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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