+120.9%
FE vs EXPD
+329.8%
-209.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.5% |
| 7D | -0.5% | -7.4% | +6.9% | +1.2% |
| 30D | +4.3% | -2.1% | +6.4% | +4.7% |
| 3M | +0.4% | +5.7% | -5.3% | -1.1% |
| 6M | +6.9% | +21.4% | -14.4% | +1.7% |
| YTD | +8.0% | +27.6% | -19.6% | +0.4% |
| 1Y | +4.8% | +36.1% | -31.3% | -4.3% |
| 3Y | +49.0% | +69.9% | -20.9% | +25.1% |
| 5Y | +46.2% | +59.7% | -13.5% | +23.1% |
| 10Y | +120.9% | +323.0% | -202.2% | +34.8% |
| All | +120.9% | +329.8% | -209.0% | +34.8% |
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