+127.8%
FFIV vs EXPD
+304.0%
-176.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.7% |
| 7D | -8.1% | -7.2% | -1.0% | -5.0% |
| 30D | -33.4% | -3.3% | -30.1% | -32.3% |
| 3M | -24.7% | +3.4% | -28.1% | -25.9% |
| 6M | -8.8% | +22.7% | -31.5% | -17.3% |
| YTD | +21.8% | +24.5% | -2.8% | +8.9% |
| 1Y | +25.3% | +38.6% | -13.4% | +6.5% |
| 3Y | +101.2% | +71.5% | +29.6% | +50.0% |
| 5Y | +40.2% | +56.2% | -16.0% | +7.4% |
| All | +127.8% | +304.0% | -176.2% | +14.6% |
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 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