+2.2%
FERG vs EXPD
+41.2%
-39.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | +8.2% | +3.6% | +4.6% | +7.6% |
| 30D | +14.4% | +0.3% | +14.1% | +14.1% |
| 3M | +4.3% | +6.1% | -1.7% | +3.6% |
| 6M | +7.9% | +27.4% | -19.5% | +6.2% |
| YTD | +16.3% | +32.0% | -15.7% | +11.6% |
| 1Y | +2.2% | +40.5% | -38.3% | -5.5% |
| All | +2.2% | +41.2% | -39.0% | -5.5% |
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 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