+440.7%
FERG vs EXPD
+337.7%
+102.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.2% |
| 7D | +6.4% | -1.6% | +8.0% | +6.9% |
| 30D | +19.9% | +0.6% | +19.3% | +19.7% |
| 3M | +5.6% | +9.8% | -4.3% | +3.0% |
| 6M | +9.2% | +25.8% | -16.5% | +2.8% |
| YTD | +20.6% | +31.3% | -10.6% | +11.3% |
| 1Y | +5.7% | +40.9% | -35.3% | -4.4% |
| 3Y | +73.6% | +74.7% | -1.1% | +46.4% |
| 5Y | +86.2% | +62.9% | +23.3% | +55.8% |
| 10Y | +440.7% | +334.3% | +106.3% | +326.4% |
| All | +440.7% | +337.7% | +102.9% | +326.4% |
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