+33.8%
FFIV vs EXPD
+60.9%
-27.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.5% |
| 7D | -0.5% | +5.5% | -6.1% | -2.8% |
| 30D | -32.4% | -0.8% | -31.6% | -32.1% |
| 3M | -25.7% | +4.1% | -29.8% | -26.9% |
| 6M | -13.5% | +25.7% | -39.2% | -21.6% |
| YTD | +21.1% | +31.4% | -10.3% | +7.1% |
| 1Y | +29.4% | +42.2% | -12.8% | +10.7% |
| 3Y | +94.9% | +77.2% | +17.7% | +46.6% |
| All | +33.8% | +60.9% | -27.0% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling