+4.4%
FICO vs EXPD
+68.7%
-64.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.9% | -17.6% | -17.0% |
| 7D | -19.2% | -1.1% | -18.0% | -18.9% |
| 30D | -14.6% | +4.1% | -18.7% | -15.9% |
| 3M | -20.1% | +17.9% | -38.0% | -25.2% |
| 6M | -36.3% | +29.2% | -65.6% | -42.4% |
| YTD | -44.9% | +27.4% | -72.2% | -50.1% |
| 1Y | -38.6% | +56.8% | -95.5% | -48.6% |
| All | +4.4% | +68.7% | -64.3% | -19.4% |
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