+71.5%
FERG vs EXPD
+61.6%
+10.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.0% |
| 7D | 0.0% | -1.1% | +1.1% | +0.4% |
| 30D | -10.2% | +4.1% | -14.3% | -11.5% |
| 3M | -0.6% | +17.9% | -18.5% | -6.7% |
| 6M | -6.5% | +29.2% | -35.8% | -15.7% |
| YTD | +4.2% | +27.4% | -23.2% | -6.5% |
| 1Y | -2.3% | +56.8% | -59.1% | -20.6% |
| 3Y | +48.5% | +68.0% | -19.6% | +14.4% |
| All | +71.5% | +61.6% | +10.0% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling