+213.8%
FFIV vs EXPD
+315.7%
-101.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -1.0% | -1.1% | +0.2% | -0.4% |
| 30D | -5.1% | +4.1% | -9.1% | -6.8% |
| 3M | -4.5% | +17.9% | -22.4% | -11.7% |
| 6M | +36.5% | +29.2% | +7.2% | +20.3% |
| YTD | +53.0% | +27.4% | +25.6% | +35.3% |
| 1Y | +24.2% | +56.8% | -32.6% | -1.3% |
| 3Y | +137.2% | +68.0% | +69.2% | +78.4% |
| 5Y | +91.8% | +61.9% | +29.9% | +43.4% |
| All | +213.8% | +315.7% | -101.9% | +50.4% |
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