-2.3%
FERG vs EXPD
+57.8%
-60.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | -10.2% | +4.1% | -14.3% | -10.4% |
| 3M | -0.6% | +17.9% | -18.5% | -1.6% |
| 6M | -6.5% | +29.2% | -35.8% | -7.6% |
| YTD | +4.2% | +27.4% | -23.2% | +2.9% |
| 1Y | -2.3% | +56.8% | -59.1% | -5.6% |
| All | -2.3% | +57.8% | -60.1% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling