+581.0%
FE vs EXPD
+5,125.5%
-4,544.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.6% |
| 7D | +0.6% | -4.8% | +5.4% | +1.4% |
| 30D | +6.4% | -1.5% | +7.9% | +6.7% |
| 3M | -0.5% | +4.1% | -4.6% | -1.3% |
| 6M | +4.7% | +24.0% | -19.3% | +0.5% |
| YTD | +8.4% | +27.4% | -19.0% | +2.8% |
| 1Y | +7.2% | +38.4% | -31.1% | +0.1% |
| 3Y | +44.9% | +73.2% | -28.3% | +28.4% |
| 5Y | +46.3% | +59.9% | -13.6% | +30.1% |
| 10Y | +110.3% | +319.9% | -209.7% | +55.7% |
| All | +581.0% | +5,125.5% | -4,544.5% | +296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling