+78,963.7%
FICO vs EXPD
+30,870.6%
+48,093.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +2.1% |
| 7D | -0.3% | -4.8% | +4.5% | +1.0% |
| 30D | +1.7% | -1.5% | +3.2% | +2.1% |
| 3M | -35.2% | +4.1% | -39.3% | -35.9% |
| 6M | -33.7% | +24.0% | -57.7% | -37.5% |
| YTD | -58.2% | +27.4% | -85.6% | -61.0% |
| 1Y | -56.6% | +38.4% | -95.0% | -60.4% |
| 3Y | -24.0% | +73.2% | -97.2% | -35.2% |
| 5Y | +86.1% | +59.9% | +26.2% | +61.1% |
| 10Y | +522.8% | +319.9% | +202.9% | +329.1% |
| All | +78,963.7% | +30,870.6% | +48,093.1% | +34,830.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling