-23.8%
FICO vs EXPD
+72.7%
-96.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +2.6% |
| 7D | -0.3% | -4.8% | +4.5% | +1.6% |
| 30D | +1.7% | -1.5% | +3.2% | +2.3% |
| 3M | -35.2% | +4.1% | -39.3% | -36.2% |
| 6M | -33.7% | +24.0% | -57.7% | -38.9% |
| YTD | -58.2% | +27.4% | -85.6% | -62.0% |
| 1Y | -56.6% | +38.4% | -95.0% | -61.7% |
| All | -23.8% | +72.7% | -96.5% | -37.0% |
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 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