+92.9%
FICO vs EXPD
+62.8%
+30.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.6% |
| 7D | +4.0% | -1.6% | +5.5% | +4.6% |
| 30D | -1.5% | +0.6% | -2.1% | -1.9% |
| 3M | -29.8% | +9.8% | -39.6% | -32.9% |
| 6M | -33.3% | +25.8% | -59.0% | -40.2% |
| YTD | -56.9% | +31.3% | -88.2% | -62.4% |
| 1Y | -59.5% | +40.9% | -100.4% | -65.8% |
| 3Y | -26.9% | +74.7% | -101.6% | -46.1% |
| 5Y | +92.9% | +62.9% | +30.1% | +36.7% |
| All | +92.9% | +62.8% | +30.1% | +36.7% |
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