+101.7%
FICO vs EXPD
+61.6%
+40.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.9% | -17.6% | -17.1% |
| 7D | -19.2% | -1.1% | -18.0% | -18.8% |
| 30D | -14.6% | +4.1% | -18.7% | -16.2% |
| 3M | -20.1% | +17.9% | -38.0% | -26.0% |
| 6M | -36.3% | +29.2% | -65.6% | -43.5% |
| YTD | -44.9% | +27.4% | -72.2% | -51.1% |
| 1Y | -38.6% | +56.8% | -95.5% | -50.8% |
| 3Y | +4.0% | +68.0% | -64.1% | -21.3% |
| All | +101.7% | +61.6% | +40.1% | +43.1% |
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