+29.4%
FFIV vs EXPD
+40.4%
-11.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.5% |
| 7D | -0.5% | +5.5% | -6.1% | -2.7% |
| 30D | -32.4% | -0.8% | -31.6% | -32.1% |
| 3M | -25.7% | +4.1% | -29.8% | -26.7% |
| 6M | -13.5% | +25.7% | -39.2% | -21.0% |
| YTD | +21.1% | +31.4% | -10.3% | +8.5% |
| 1Y | +29.4% | +42.2% | -12.8% | +13.0% |
| All | +29.4% | +40.4% | -11.0% | +13.0% |
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