+39.8%
EXPE vs FTV
+16.4%
+23.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -2.0% |
| 7D | -13.3% | +0.4% | -13.7% | -13.1% |
| 30D | -5.5% | +17.2% | -22.7% | -15.5% |
| 3M | -16.5% | +8.9% | -25.3% | -21.3% |
| 6M | +13.1% | +11.3% | +1.8% | +4.0% |
| YTD | -8.0% | +21.9% | -29.9% | -21.9% |
| 1Y | +1.1% | +31.6% | -30.5% | -19.1% |
| 3Y | +131.2% | +38.1% | +93.1% | +73.4% |
| 5Y | +39.8% | +15.7% | +24.1% | +14.3% |
| All | +39.8% | +16.4% | +23.4% | +14.3% |
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