+4,091.5%
FFIV vs EXPD
+3,160.0%
+931.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.5% | -1.0% | -3.5% |
| 7D | -14.2% | -4.8% | -9.4% | -12.4% |
| 30D | -33.6% | -1.5% | -32.1% | -33.1% |
| 3M | -24.2% | +4.1% | -28.3% | -25.5% |
| 6M | -8.3% | +24.0% | -32.3% | -16.9% |
| YTD | +22.1% | +27.4% | -5.3% | +8.6% |
| 1Y | +26.5% | +38.4% | -11.9% | +8.3% |
| 3Y | +102.3% | +73.2% | +29.1% | +53.3% |
| 5Y | +40.6% | +59.9% | -19.2% | +8.8% |
| 10Y | +129.7% | +319.9% | -190.2% | +13.0% |
| All | +4,091.5% | +3,160.0% | +931.4% | +938.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling