+126.7%
FFIV vs EXPD
+337.7%
-211.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | -0.5% |
| 7D | -2.9% | -1.6% | -1.4% | -2.2% |
| 30D | -32.4% | +0.6% | -33.0% | -32.5% |
| 3M | -22.7% | +9.8% | -32.5% | -25.9% |
| 6M | -10.7% | +25.8% | -36.4% | -19.9% |
| YTD | +25.4% | +31.3% | -5.9% | +9.4% |
| 1Y | +34.2% | +40.9% | -6.8% | +13.2% |
| 3Y | +101.2% | +74.7% | +26.5% | +48.8% |
| 5Y | +42.0% | +62.9% | -20.9% | +6.5% |
| 10Y | +126.7% | +334.3% | -207.6% | +5.6% |
| All | +126.7% | +337.7% | -211.0% | +5.6% |
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