+531.6%
FICO vs EXPD
+334.2%
+197.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +1.2% |
| 7D | -0.1% | -5.5% | +5.4% | +3.0% |
| 30D | +8.4% | -1.9% | +10.3% | +9.4% |
| 3M | -30.5% | +6.1% | -36.6% | -32.8% |
| 6M | -35.7% | +21.6% | -57.3% | -42.6% |
| YTD | -57.2% | +27.9% | -85.1% | -63.2% |
| 1Y | -58.4% | +39.4% | -97.8% | -66.0% |
| 3Y | -24.8% | +72.7% | -97.5% | -47.5% |
| 5Y | +79.3% | +60.3% | +19.0% | +27.4% |
| 10Y | +531.6% | +332.6% | +199.1% | +151.5% |
| All | +531.6% | +334.2% | +197.5% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling