+34.2%
FFIV vs EXPD
+40.0%
-5.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | -0.3% |
| 7D | -2.9% | -1.6% | -1.4% | -2.3% |
| 30D | -32.4% | +0.6% | -33.0% | -32.4% |
| 3M | -22.7% | +9.8% | -32.5% | -25.2% |
| 6M | -10.7% | +25.8% | -36.4% | -18.5% |
| YTD | +25.4% | +31.3% | -5.9% | +12.4% |
| 1Y | +34.2% | +40.9% | -6.8% | +17.8% |
| All | +34.2% | +40.0% | -5.9% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling