+114.4%
FE vs EXPD
+315.7%
-201.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +1.9% | -1.1% | +3.1% | +2.2% |
| 30D | -1.2% | +4.1% | -5.2% | -2.1% |
| 3M | +3.5% | +17.9% | -14.4% | -0.7% |
| 6M | -6.1% | +29.2% | -35.3% | -12.1% |
| YTD | +7.6% | +27.4% | -19.7% | +0.3% |
| 1Y | +11.9% | +56.8% | -44.9% | -1.9% |
| 3Y | +48.4% | +68.0% | -19.6% | +25.3% |
| 5Y | +44.8% | +61.9% | -17.1% | +21.2% |
| All | +114.4% | +315.7% | -201.3% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling