+48.2%
FANG vs EXPD
+69.2%
-21.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | -0.4% | +1.2% | -1.5% | -0.6% |
| 30D | +2.4% | +5.2% | -2.8% | +1.4% |
| 3M | +4.9% | +13.2% | -8.3% | +2.3% |
| 6M | +12.0% | +30.3% | -18.3% | +5.7% |
| YTD | +37.1% | +27.0% | +10.1% | +29.4% |
| 1Y | +52.3% | +57.3% | -5.0% | +33.5% |
| All | +48.2% | +69.2% | -21.0% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 3y: compounded portfolio wealth divided by compounded EXPD 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…
3y analysis · Full analysis span regression · 6 months rolling