+101.7%
FFIV vs EXPD
+72.7%
+29.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.5% | -1.0% | -3.9% |
| 7D | -14.2% | -4.8% | -9.4% | -12.8% |
| 30D | -33.6% | -1.5% | -32.1% | -33.2% |
| 3M | -24.2% | +4.1% | -28.3% | -25.1% |
| 6M | -8.3% | +24.0% | -32.3% | -14.8% |
| YTD | +22.1% | +27.4% | -5.3% | +12.2% |
| 1Y | +26.5% | +38.4% | -11.9% | +13.2% |
| All | +101.7% | +72.7% | +29.0% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling