+65.0%
FERG vs EXPD
+55.6%
+9.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | 0.0% |
| 7D | -2.1% | -7.2% | +5.1% | +0.6% |
| 30D | +8.7% | -3.3% | +11.9% | +10.0% |
| 3M | -7.4% | +3.4% | -10.8% | -8.8% |
| 6M | -6.6% | +22.7% | -29.3% | -14.0% |
| YTD | +6.6% | +24.5% | -17.9% | -3.9% |
| 1Y | -3.6% | +38.6% | -42.2% | -17.3% |
| 3Y | +56.4% | +71.5% | -15.1% | +17.7% |
| All | +65.0% | +55.6% | +9.4% | +29.2% |
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