+107.4%
EXPE vs FTV
+5.1%
+102.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.0% |
| 7D | -9.5% | -4.5% | -5.0% | -6.4% |
| 30D | -6.6% | -7.1% | +0.4% | -1.5% |
| 3M | +31.4% | -7.2% | +38.5% | +37.8% |
| 6M | +35.2% | -1.5% | +36.7% | +35.3% |
| YTD | +5.8% | +3.5% | +2.3% | +1.1% |
| 1Y | +38.7% | +20.3% | +18.3% | +17.5% |
| 3Y | +175.8% | -3.1% | +178.9% | +170.6% |
| All | +107.4% | +5.1% | +102.3% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling