+158.5%
EXPE vs FTV
+127.5%
+31.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.2% |
| 7D | -17.8% | -0.7% | -17.1% | -17.1% |
| 30D | -3.2% | +18.3% | -21.6% | -13.8% |
| 3M | -19.0% | +10.2% | -29.2% | -24.2% |
| 6M | +17.7% | +12.8% | +4.9% | +7.6% |
| YTD | -7.8% | +23.4% | -31.1% | -21.7% |
| 1Y | -1.4% | +31.4% | -32.8% | -19.9% |
| 3Y | +121.9% | +38.7% | +83.3% | +71.3% |
| 5Y | +44.3% | +18.6% | +25.7% | +22.5% |
| 10Y | +125.4% | +110.1% | +15.3% | +35.1% |
| All | +158.5% | +127.5% | +31.0% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling